Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size (Q2041755)
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scientific article; zbMATH DE number 7374603
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size |
scientific article; zbMATH DE number 7374603 |
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Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size (English)
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23 July 2021
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hybrid-ultra-high-dimensional asymptotic framework
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multivariate linear regression
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non-normality
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selection consistency
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variable selection criterion
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0.92267925
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0.92088103
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0.9094494
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0.9077647
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0.90102434
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