Covariance components selection in high-dimensional growth curve model with random coefficients

DOI10.1016/j.jmva.2015.01.010zbMath1308.62150OpenAlexW2067774307MaRDI QIDQ2018598

Dietrich von Rosen, Shinpei Imori

Publication date: 24 March 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.01.010

zbMATH Keywords

generalized information criteriongrowth curve model with random coefficientscovariance components analysis

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Analysis of variance and covariance (ANOVA) (62J10)

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Asymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models ⋮ Growth curve model with bilinear random coefficients

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