High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis
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DOI: 10.1016/j.jmva.2021.104860
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- Oda, Ryoya & Suzuki, Yuya & Yanagihara, Hirokazu & Fujikoshi, Yasunori, 2020. "A consistent variable selection method in high-dimensional canonical discriminant analysis," Journal of Multivariate Analysis, Elsevier, vol. 175(C).
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- Fujikoshi, Yasunori & Sakurai, Tetsuro & Yanagihara, Hirokazu, 2014. "Consistency of high-dimensional AIC-type and Cp-type criteria in multivariate linear regression," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 184-200.
- Ning Hao & Bin Dong & Jianqing Fan, 2015. "Sparsifying the Fisher linear discriminant by rotation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 77(4), pages 827-851, September.
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Cited by:
- Yasunori Fujikoshi & Tetsuro Sakurai, 2023. "High-Dimensional Consistencies of KOO Methods for the Selection of Variables in Multivariate Linear Regression Models with Covariance Structures," Mathematics, MDPI, vol. 11(3), pages 1-15, January.
- Brown, Nicholas & Westerlund, Joakim, 2023.
"Testing factors in CCE,"
Economics Letters, Elsevier, vol. 230(C).
- Nicholas Brown & Joakim Westerlund, 2022. "Testing Factors In Cce," Working Paper 1491, Economics Department, Queen's University.
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Keywords
Discriminant analysis; General information criteria; High-dimensional consistency; KOO method; Multivariate regression model; Selection of variables;All these keywords.
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