Asymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models
From MaRDI portal
Publication:6069865
DOI10.5705/SS.202020.0425OpenAlexW4200025544WikidataQ114013810 ScholiaQ114013810MaRDI QIDQ6069865
Publication date: 17 November 2023
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.202020.0425
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- High-dimensional consistency of rank estimation criteria in multivariate linear model
- Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression
- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis
- Asymptotic properties of criteria for selection of variables in multiple regression
- Asymptotic mean efficiency of a selection of regression variables
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Estimating the dimension of a model
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis
- Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods
- Covariance components selection in high-dimensional growth curve model with random coefficients
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
- The singular values of involutory and of idempotent matrices
- Conditions for Consistency of a Log-Likelihood-Based Information Criterion in Normal Multivariate Linear Regression Models under the Violation of the Normality Assumption
- A note on the generalized information criterion for choice of a model
- An optimal selection of regression variables
- Modified AIC and Cp in multivariate linear regression
- Some Comments on C P
- A new look at the statistical model identification
This page was built for publication: Asymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models