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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-01-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/11/3/671 |