Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach (Q1658991): Difference between revisions

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+Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
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+Asymptotic distribution of the reduced rank regression estimator under general conditions
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+Optimal selection of reduced rank estimators of high-dimensional matrices
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+Joint variable and rank selection for parsimonious estimation of high-dimensional matrices
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+On a Geometric Notion of Quantiles for Multivariate Data
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+Reduced Rank Stochastic Regression with a Sparse Singular value Decomposition
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+Reduced rank regression via adaptive nuclear norm penalization
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+Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection
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+Bayesian reduced rank regression in econometrics
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+Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
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+Extending the scope of empirical likelihood
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+Penalized empirical likelihood and growing dimensional general estimating equations
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+Empirical Likelihood for Non‐Smooth Criterion Functions
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+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood ratio confidence regions
@@ Property / cites work: Empirical likelihood ratio confidence regions / rank @@
+Normal rank
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+Empirical likelihood and general estimating equations
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+Penalized high-dimensional empirical likelihood
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+Normal rank
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+Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
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+Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
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