Strong consistency of the AIC, BIC, $C_p$ and KOO methods in high-dimensional multivariate linear regression

Zhidong Bai, Yasunori Fujikoshi, Jiang Hu

Type: Preprint

Publication Date: 2018-01-01

Citations: 5

DOI: https://doi.org/10.48550/arxiv.1810.12609

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+ PDF Chat	Exact Separation of Eigenvalues of Large Dimensional Sample Covariance Matrices	1999	Zhidong Bai Jack W. Silverstein
+	Strong consistency of the information criterion for model selection in multivariate analysis	1988	Ryuei Nishii Zhidong Bai P. R. Krishnaiah
+ PDF Chat	Multivariate Sparse Group Lasso for the Multivariate Multiple Linear Regression with an Arbitrary Group Structure	2015	Yanming Li Bin Nan Ji Zhu
+	The multivariate C<sub>p</sub>	1983	Ross Sparks Dimitris Coutsourides L. Troskie
+	A criterion for variable selection in multiple discriminant analysis	1983	Yasunori Fujikoshi
+	<i>Outliers in Statistical Data</i>	1979	V. Barnett T. Lewis Francine Abeles
+ PDF Chat	No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices	1998	Zhidong Bai Jack W. Silverstein
+	On detection of the number of signals in presence of white noise	1986	L.C. Zhao P. R. Krishnaiah Zhidong Bai
+	Estimation of dimensionality in canonical correlation analysis	1979	Y. Fujikoshi LG Veitch
+	Model selection and Akaike's Information Criterion (AIC): The general theory and its analytical extensions	1987	Hamparsum Bozdogan