Selecting a shrinkage parameter in structural equation modeling with a near singular covariance matrix by the GIC minimization method

DOI10.32917/hmj/1419619749zbMath1308.62122OpenAlexW1561790410WikidataQ128869815 ScholiaQ128869815MaRDI QIDQ2258633

Ami Kamada, Hirofumi Wakaki, Keisuke Fukui, Hirokazu Yanagihara

Publication date: 26 February 2015

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

Full work available at URL: https://projecteuclid.org/euclid.hmj/1419619749

zbMATH Keywords

GICmodel selectionbias correctionshrinkage parameterSEMnear singular covariance matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Statistical ranking and selection procedures (62F07)

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