Strong Consistency of Certain Information Theoretic Criteria for Model Selection in Calibration, Discriminant Analysis and Canonical Correlation Analysis.
Abstract
This paper shows that the criteria for model selection based upon efficient detection (ED) criterion are consistent for certain problems in multivariate calibration, discriminant analysis and canonical correlation analysis. These results will be proved under mild conditions on the underlying distribution.
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1986
- Accession Number
- ADA186584
Entities
People
- Paruchuri R. Krishnaiah
- R. Nishii
- Z. D. Bai
Organizations
- University of Pittsburgh