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High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices

  • Published:2017-05 Issue: Volume:157 Page:70-86
  • ISSN:0047-259X
  • Container-title:Journal of Multivariate Analysis
  • language:en
  • Short-container-title:Journal of Multivariate Analysis

Author:

Yanagihara Hirokazu,Oda Ryoya,Hashiyama Yusuke,Fujikoshi Yasunori

Funder

Ministry of Education, Science, Sports, and Culture, Grant-in-Aid Scientific Research

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference29 articles.

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2. A new look at the statistical model identification;Akaike;IEEE Trans. Automat. Control AC-19,1974

3. An Introduction to Multivariate Statistical Analysis;Anderson,2003

4. Model selection and Akaike’s information criterion (AIC): the general theory and its analytical extensions;Bozdogan;Psychometrika,1987

5. Canonical correlation analysis of multiple sensory directed metabolomics data blocks reveals corresponding parts between data blocks;Doeswijk;Chemometr. Intell. Lab.,2011

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