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On order determination by predictor augmentation

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Publication:5022644
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DOI10.1093/biomet/asaa077OpenAlexW3089833952MaRDI QIDQ5022644

Wei Luo, Bing Li

Publication date: 19 January 2022

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asaa077

zbMATH Keywords

eigenvalueeigenvectordimension reductionknockoffsorder determinationaugmentation predictor


Mathematics Subject Classification ID

Statistics (62-XX)


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Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA, Determine the number of clusters by data augmentation, Inference for the Dimension of a Regression Relationship Using Pseudo-Covariates, On the usage of joint diagonalization in multivariate statistics



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