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Product Description: This is the first book on an evaluation of (weak) consistency of an information criterion for variable selection in high-dimensional multivariate linear regression models by using the high-dimensional asymptotic framework. It is an asymptotic framework such that the sample size n and the dimension of response variables vector p are approaching ∞ simultaneously under a condition that p/n goes to a constant included in [0,1)...read more

Paperback:

9784431557746 | Springer Verlag, September 6, 2016, cover price $69.99 | About this edition: This is the first book on an evaluation of (weak) consistency of an information criterion for variable selection in high-dimensional multivariate linear regression models by using the high-dimensional asymptotic framework.

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