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High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices - MaRDI portal

High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices (Q2397130)

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High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices
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    High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices (English)
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    29 May 2017
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    canonical correlation analysis
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    consistency of information criterion
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    high-dimensional asymptotic framework
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    information criterion
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    model selection
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