High-Dimensional Consistencies of KOO Methods for the Selection of Variables in Multivariate Linear Regression Models with Covariance Structures

High-Dimensional Consistencies of KOO Methods for the Selection of Variables in Multivariate Linear Regression Models with Covariance Structures

In this paper, we consider the high-dimensional consistencies of KOO methods for selecting response variables in multivariate linear regression with covariance structures. Here, the covariance structures are considered as (1) independent covariance structure with the same variance, (2) independent c...

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Bibliographic Details
Main Authors: Yasunori Fujikoshi, Tetsuro Sakurai
Format: Article
Language:English
Published: MDPI AG 2023-01-01
Series:Mathematics
Subjects:
consistency property
covariance structures
high-dimensional asymptotic framework
KOO methods
multivariate linear regression
Online Access:https://www.mdpi.com/2227-7390/11/3/671

Internet

https://www.mdpi.com/2227-7390/11/3/671

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