Factor models and variable selection in high-dimensional regression analysis

DOI10.1214/11-AOS905zbMath1231.62131arXiv1202.5151OpenAlexW2002605354MaRDI QIDQ661163

Pascal Sarda, Alois Kneip

Publication date: 21 February 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.5151

zbMATH Keywords

model selectionlinear regressionfunctional regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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