Pages that link to "Item:Q2041755"
From MaRDI portal
The following pages link to Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size (Q2041755):
Displaying 10 items.
- Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression (Q391928) (← links)
- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis (Q458641) (← links)
- Generalized ridge estimator and model selection criteria in multivariate linear regression (Q1742745) (← links)
- Selection of model selection criteria for multivariate ridge regression (Q1952458) (← links)
- High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis (Q2062799) (← links)
- Optimal selection of sample-size dependent common subsets of covariates for multi-task regression prediction (Q2074281) (← links)
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large (Q2346518) (← links)
- Consistent variable selection in high dimensional regression via multiple testing (Q2507896) (← links)
- Selection of Variables in Multivariate Regression Models for Large Dimensions (Q2920051) (← links)
- (Q4344408) (← links)