Rank estimation in reduced-rank regression
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Publication:1414609
DOI10.1016/S0047-259X(03)00029-0zbMath1030.62045OpenAlexW4213377538MaRDI QIDQ1414609
Efstathia Bura, R. Dennis Cook
Publication date: 4 December 2003
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0047-259x(03)00029-0
Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)
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Uses Software
Cites Work
- Reduced-rank regression for the multivariate linear model
- Multivariate reduced-rank regression
- Asymptotic theory for canonical correlation analysis
- Asymptotic distribution of the reduced rank regression estimator under general conditions
- Bayesian analysis of reduced rank regression
- Synthesis of variance
- Reduced rank models for multiple time series
- A Statistical View of Some Chemometrics Regression Tools
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
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