Strong consistency of the information criterion for model selection in multivariate analysis
From MaRDI portal
Publication:1124251
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
GICconsistencydiscriminant analysiscanonical correlation analysismultivariate regression modelgeneralized information criterionED criterionefficient detection
Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Statistical aspects of information-theoretic topics (62B10)
Related Items
Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis, High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices, A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables, Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression, Strong consistency of log-likelihood-based information criterion in high-dimensional canonical correlation analysis, Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings, Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size, A consistent variable selection method in high-dimensional canonical discriminant analysis, High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis, Consistency of test-based method for selection of variables in high-dimensional two-group discriminant analysis