Consistency of log-likelihood-based information criteria for selecting variables in high-dimensional canonical correlation analysis under nonnormality (Q499847)

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scientific article; zbMATH DE number 6490132
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Consistency of log-likelihood-based information criteria for selecting variables in high-dimensional canonical correlation analysis under nonnormality
scientific article; zbMATH DE number 6490132

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    Consistency of log-likelihood-based information criteria for selecting variables in high-dimensional canonical correlation analysis under nonnormality (English)
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    6 October 2015
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    AIC
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    assumption of normality
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    bias-corrected AIC
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    BIC
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    consistent AIC
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    high-dimensional asymptotic framework
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    HQC
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    nonnormality
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    selection of redundancy model
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    selection probability
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