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Covariance components selection in high-dimensional growth curve model with random coefficients
Osaka University, Japan.
Linköpings universitet, Matematiska institutionen, Matematisk statistik. Linköpings universitet, Tekniska högskolan. Swedish University of Agriculture Science, Sweden.
2015 (engelsk)Inngår i: Journal of Multivariate Analysis, ISSN 0047-259X, E-ISSN 1095-7243, Vol. 136, s. 86-94Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

In this paper, the true number of covariance components in a high-dimensional growth curve model with random coefficients are selected. We propose a selection criterion based on a concept from information theory. The proposed criterion satisfies a consistency property of the true covariance components in our high-dimensional setting. The performance of the proposed methodology is illustrated in a simulation study.

sted, utgiver, år, opplag, sider
Elsevier , 2015. Vol. 136, s. 86-94
Emneord [en]
Covariance components analysis; Generalized information criterion; Growth curve model with random coefficients
HSV kategori
Identifikatorer
URN: urn:nbn:se:liu:diva-117650DOI: 10.1016/j.jmva.2015.01.010ISI: 000352182100007OAI: oai:DiVA.org:liu-117650DiVA, id: diva2:811555
Merknad

Funding Agencies|JSPS

Tilgjengelig fra: 2015-05-12 Laget: 2015-05-06 Sist oppdatert: 2017-12-04

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von Rosen, Dietrich

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