Reduced Rank Models with Two Sets of Regressors

DOI10.2307/2347914zbMath0825.62580OpenAlexW2492613925MaRDI QIDQ4843946

Raja P. Velu

Publication date: 17 August 1995

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347914

zbMATH Keywords

time seriescanonical analysisreduced rank regressionpartial canonical correlation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Probabilistic methods, stochastic differential equations (65C99)

Related Items (9)

Reduced-rank growth curve models ⋮ Matrices with special reference to applications in psychometrics ⋮ Component analysis with different sets of constraints on different dimensions ⋮ Bayesian analysis of reduced rank regression ⋮ Bayesian reduced rank regression in econometrics ⋮ On estimation in some reduced rank extended growth curve models ⋮ An extended redundancy analysis and its applications to two practical examples ⋮ Regularized partial and/or constrained redundancy analysis ⋮ Constrained stochastic extended redundancy analysis

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