A method to decide the dimension of data by the MDL criterion

DOI10.5183/JJSCS1988.15.2_361zbMATH Open1330.62296OpenAlexW2324878774MaRDI QIDQ5899599FDOQ5899599

Authors: Tomoya Tokairin, Yoshiharu Sato 

Publication date: 18 December 2015

Published in: Journal of the Japanese Society of Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5183/jjscs1988.15.2_361

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zbMATH Keywords

characteristic rootssample covariance matrixshrinkage method

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Analysis of variance and covariance (ANOVA) (62J10)

Cited In (1)

• Dimensionality determination: a thresholding double ridge ratio approach

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