Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1145608 | Journal of Multivariate Analysis | 2015 | 9 Pages |
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
Shinpei Imori, Dietrich von Rosen,