Strong consistency of log-likelihood-based information criterion in high-dimensional canonical correlation analysis

DOI10.1007/s13171-019-00174-3zbMath1465.62110OpenAlexW2954982614MaRDI QIDQ2023829

Ryoya Oda, Hirokazu Yanagihara, Yasunori Fujikoshi

Publication date: 3 May 2021

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-019-00174-3

zbMATH Keywords

canonical correlation analysisstrong consistencyvariable selectionhigh-dimensional asymptotic framework

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items

High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis

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