Pages that link to "Item:Q2811388"

The following pages link to Conditions for consistency of a log-likelihood-based information criterion in normal multivariate linear regression models under the violation of the normality assumption (Q2811388):

Displaying 9 items.

• Consistency of log-likelihood-based information criteria for selecting variables in high-dimensional canonical correlation analysis under nonnormality (Q499847) (← links)
• Strong consistency of log-likelihood-based information criterion in high-dimensional canonical correlation analysis (Q2023829) (← links)
• Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size (Q2041755) (← links)
• A consistent variable selection method in high-dimensional canonical discriminant analysis (Q2293390) (← links)
• High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices (Q2397130) (← links)
• On the prevalence of information inconsistency in normal linear models (Q2666033) (← links)
• Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression (Q2676924) (← links)
• (Q5011487) (← links)
• Asymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models (Q6069865) (← links)