On order determination by predictor augmentation

DOI10.1093/BIOMET/ASAA077OpenAlexW3089833952MaRDI QIDQ5022644FDOQ5022644

Authors: Wei Luo, Bing Li 

Publication date: 19 January 2022

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asaa077

zbMATH Keywords

dimension reductionknockoffseigenvalueeigenvectororder determinationaugmentation predictor

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (6)

• Robust signal dimension estimation via SURE
• Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA
• Inference for the Dimension of a Regression Relationship Using Pseudo-Covariates
• Determine the number of clusters by data augmentation
• Dimension Reduction for Fréchet Regression
• On the usage of joint diagonalization in multivariate statistics

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