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

DOI10.1016/j.jmva.2021.104860zbMath1493.62305OpenAlexW3208862772MaRDI QIDQ2062799

Yasunori Fujikoshi

Publication date: 3 January 2022

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104860

zbMATH Keywords

discriminant analysismultivariate regression modelselection of variableshigh-dimensional consistencygeneral information criteriaKOO method

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (1)

Testing factors in CCE

Uses Software

• penalizedLDA

Cites Work

• Unnamed Item
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