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Consistency of an Information Criterion for High-dimensional Multivariate Regression
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Book cover for 9784431557746
from Springer Verlag (September 6, 2016)
9784431557746 | details & prices | List price $69.99
About: 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.