High-dimensional AIC in the growth curve model

DOI10.1016/j.jmva.2013.07.006zbMath1280.62063OpenAlexW2054149353MaRDI QIDQ391888

Rie Enomoto, Tetsuro Sakurai, Yasunori Fujikoshi

Publication date: 13 January 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.07.006

zbMATH Keywords

asymptotic distributionsHAIC

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05) Statistical aspects of information-theoretic topics (62B10)

Related Items (3)

Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression ⋮ Covariance components selection in high-dimensional growth curve model with random coefficients ⋮ High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis

Cites Work

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• High-dimensional AICs for selection of variables in discriminant analysis
• A Combinatorial Lemma and Its Application to Probability Theory
• Selection of the order of an autoregressive model by Akaike's information criterion
• Modified AIC and Cp in multivariate linear regression
• A generalized multivariate analysis of variance model useful especially for growth curve problems
• Multivariate Statistics

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