High-dimensional consistency of rank estimation criteria in multivariate linear model.
Yasunori FujikoshiTetsuro SakuraiPublished in: J. Multivar. Anal. (2016)
Keyphrases
- linear model
- high dimensional
- regression model
- semi parametric
- least squares
- linear models
- multivariate data
- nonlinear models
- linear transformation
- regression trees
- linear transformations
- data points
- variable selection
- additive model
- low dimensional
- nearest neighbor
- single image
- rank order
- feature space
- decision trees
- monte carlo simulation
- similarity search
- high dimensional data
- dimensionality reduction