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High-Dimensional Consistencies of KOO Methods for the Selection of Variables in Multivariate Linear Regression Models with Covariance Structures.
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- Mathematics (2227-7390), 2023, v. 11, n. 3, p. 671, doi. 10.3390/math11030671
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Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis.
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- Random Matrices: Theory & Application, 2019, v. 8, n. 1, p. N.PAG, doi. 10.1142/S2010326319500011
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- Article
Prediction error criterion for selecting variables in a linear regression model.
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- Annals of the Institute of Statistical Mathematics, 2011, v. 63, n. 2, p. 387, doi. 10.1007/s10463-009-0233-5
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- Article
Modified AIC and Cp in multivariate linear regression.
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- Biometrika, 1997, v. 84, n. 3, p. 707, doi. 10.1093/biomet/84.3.707
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- Article
Selection of covariables in the growth curve model.
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- Biometrika, 1991, v. 78, n. 4, p. 779, doi. 10.1093/biomet/78.4.779
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- Article
Asymptotic expansions for the distributions of the sample roots under nonnormality.
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- Biometrika, 1980, v. 67, n. 1, p. 45
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- Article
Partial differential equations for hypergeometric functions.
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- Canadian Journal of Statistics, 1975, v. 3, n. 2, p. 153, doi. 10.2307/3315276
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- Article
On the asymptotic non-null distributions of the LR criterion in a general manova.
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- Canadian Journal of Statistics, 1974, v. 2, n. 1/2, p. 1, doi. 10.1002/cjs.1
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- Article