Open AccessAsymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models
Author(s) -
Shinpei Imori
Publication year - 2023
Publication title -
statistica sinica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.24
H-Index - 77
eISSN - 1996-8507
pISSN - 1017-0405
DOI - 10.5705/ss.202020.0425
Subject(s) - multivariate statistics , bayesian multivariate linear regression , mathematics , statistics , linear regression , type (biology) , regression , general linear model , multivariate analysis , econometrics , geology , paleontology