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Akaike Information Criterion for Selecting Components of the Mean Vector in High Dimensional Data with Fewer Observations
http://hdl.handle.net/2261/4045
http://hdl.handle.net/2261/404517f51875-484c-4924-800f-250fee68c518
Item type | テクニカルレポート / Technical Report(1) | |||||
---|---|---|---|---|---|---|
公開日 | 2017-01-17 | |||||
タイトル | ||||||
タイトル | Akaike Information Criterion for Selecting Components of the Mean Vector in High Dimensional Data with Fewer Observations | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題 | Akaike information criterion | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | high correlation | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | high dimensional model | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | ridge estimator | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | selection of means | |||||
主題Scheme | Other | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_18gh | |||||
タイプ | technical report | |||||
アクセス権 | ||||||
アクセス権 | metadata only access | |||||
アクセス権URI | http://purl.org/coar/access_right/c_14cb | |||||
著者 |
Srivastava, Muni S.
× Srivastava, Muni S.× Kubokawa, Tatsuya |
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抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | The Akaike information criterion (AIC) has been used very successfully in the literature in model selection for small number of parameters pand large number of observations N. The cases when pis large and close to N or when p >N have not been considered in the literature. In fact, when pis large and close to N, the available AIC does not perform well at all. We consider these cases in the context of finding the number of components of the mean vector that may be different from zero in one-sample multivariate analysis. In fact, we consider this problem in more generality by considering it as a growth curve model introduced in Rao (1959) and Potthoff and Roy (1964). Using simulation, it has been shown that the proposed AIC procedures perform very well. | |||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | Revised in November 2007; subsequently published in Journal of the Japan Statistical Society (2008), 38, 259-283. | |||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 本文フィルはリンク先を参照のこと | |||||
書誌情報 |
Discussion paper series. CIRJE-F 巻 CIRJE-F-472, 発行日 2007-02 |
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書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA11450569 | |||||
フォーマット | ||||||
内容記述タイプ | Other | |||||
内容記述 | application/pdf | |||||
日本十進分類法 | ||||||
主題 | 334 | |||||
主題Scheme | NDC | |||||
出版者 | ||||||
出版者 | 日本経済国際共同センター | |||||
出版者別名 | ||||||
Center for International Research on the Japanese Economy | ||||||
関係URI | ||||||
識別子タイプ | URI | |||||
関連識別子 | http://www.cirje.e.u-tokyo.ac.jp/research/dp/2007/2007cf472ab.html |