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Communications in Statistics - Theory and Methods Volume 41, 2012 - Issue 13-14: Advances on Linear Models and Inference
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Original Articles

Selection of Variables in Multivariate Regression Models for Large Dimensions

Tatsuya Kubokawa Faculty of Economics, University of Tokyo, Tokyo, JapanCorrespondence[email protected]
&
Muni S. Srivastava Department of Statistics, University of Toronto, University of Toronto, Toronto, Ontario, Canada
Pages 2465-2489 | Received 15 Aug 2010, Accepted 13 Sep 2011, Published online: 11 Jun 2012

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M. Revan Özkale. (2021) Identification of outlying and influential data with principal components regression estimation in binary logistic regression. Communications in Statistics - Theory and Methods 50:3, pages 609-630.
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Articles from other publishers (9)

Ryoya Oda. 2023. Intelligent Decision Technologies. Intelligent Decision Technologies 193 202 .
Jun Liao, Alan T.K. Wan, Shuyuan He & Guohua Zou. (2022) Optimal model averaging for multivariate regression models. Journal of Multivariate Analysis 189, pages 104858.
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Ryoya Oda, Yuya Suzuki, Hirokazu Yanagihara & Yasunori Fujikoshi. (2020) A consistent variable selection method in high-dimensional canonical discriminant analysis. Journal of Multivariate Analysis 175, pages 104561.
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Yan Li. (2019) Prediction of energy consumption: Variable regression or time series? A case in China. Energy Science & Engineering 7:6, pages 2510-2518.
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Yasunori Fujikoshi & Tetsuro Sakurai. (2019) Consistency of test-based method for selection of variables in high-dimensional two-group discriminant analysis. Japanese Journal of Statistics and Data Science 2:1, pages 155-171.
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M. Revan Özkale. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online 1 5 .
Yasunori Fujikoshi & Tetsuro Sakurai. (2016) High-dimensional consistency of rank estimation criteria in multivariate linear model. Journal of Multivariate Analysis 149, pages 199-212.
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Shota Katayama & Shinpei Imori. (2014) Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis. Journal of Multivariate Analysis 132, pages 138-150.
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Tatsuya Kubokawa, Masashi Hyodo & Muni S. Srivastava. (2013) Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension. Journal of Multivariate Analysis 115, pages 496-515.
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