Strong consistency of the information criterion for model selection in multivariate analysis

DOI10.32917/hmj/1206129611zbMath0678.62064OpenAlexW1519584905WikidataQ128866896 ScholiaQ128866896MaRDI QIDQ1124251

Ryuei Nishii, P. R. Krishnaiah, Zhi-Dong Bai

Publication date: 1988

Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.32917/hmj/1206129611

zbMATH Keywords

GICconsistencydiscriminant analysiscanonical correlation analysismultivariate regression modelgeneralized information criterionED criterionefficient detection

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Statistical aspects of information-theoretic topics (62B10)

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