Article ID Journal Published Year Pages File Type
1145608 Journal of Multivariate Analysis 2015 9 Pages PDF
Abstract
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.
Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
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