Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach

DOI10.1016/j.csda.2016.04.012zbMath1466.62067OpenAlexW2391068551MaRDI QIDQ1658991

Fukang Zhu, Heng Lian, San Ying Feng

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.04.012

zbMATH Keywords

asymptotic normalityquantile regressionempirical likelihoodmedian regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

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• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
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• Empirical likelihood ratio confidence intervals for a single functional
• Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection
• Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• Reduced Rank Stochastic Regression with a Sparse Singular value Decomposition
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions

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