Model Selection in High Dimensions: A Quadratic-Risk-Based Approach
DOI10.1111/j.1467-9868.2007.00623.xzbMath1400.62039arXivmath/0611544OpenAlexW2004437395MaRDI QIDQ3631446
Publication date: 10 June 2009
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0611544
model selectionquadratic riskmixture modelshigh dimensional dataquadratic distancespectral degrees of freedomglobal comparison of models
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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