Targeted principal components regression (Q2140873): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Q3643286
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+Set-valued analysis
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+Inferential Theory for Factor Models of Large Dimensions
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+Statistical analysis of factor models of high dimension
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+Prediction by Supervised Principal Components
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+A Note on Convergence of Moments
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+Optimal estimation and rank detection for sparse spiked covariance matrices
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+Full rank Cholesky factorization for rank deficient matrices
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+On the Distribution of the Likelihood Ratio
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+An Introduction to Envelopes
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+Envelopes and Partial Least Squares Regression
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+Dimension reduction for conditional mean in regression
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+Dimension reduction in regression without matrix inversion
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+Q3580580
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+Foundations for Envelope Models and Methods
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+Optimal shrinkage of eigenvalues in the spiked covariance model
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+On the asymptotics of constrained \(M\)-estimation
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+Q3198724
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+Normal rank
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+Q4203566
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+Normal rank
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+Some Limit Theorems for Stationary Processes
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+On the distribution of the largest eigenvalue in principal components analysis
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+The three-pass regression filter: a new approach to forecasting using many predictors
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+Convergence of stochastic processes
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+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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+Estimating the dimension of a model
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+Partial least squares for dependent data
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+Some interlacing properties of the Schur complement of a Hermitian matrix
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+Forecasting Using Principal Components From a Large Number of Predictors
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+Probabilistic Principal Component Analysis
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+Asymptotic Statistics
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+High-Dimensional Probability
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+Asymptotics of empirical eigenstructure for high dimensional spiked covariance
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