Estimators for multivariate allometric regression model
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Cites work
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
- Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models
- Allometric Extension
- Allometric extension model for conditional distributions
- Applied multivariate statistical analysis.
- Asymptotic distribution of the reduced rank regression estimator under general conditions
- Asymptotic properties of the first principal component and equality tests of covariance matrices in high-dimension, low-sample-size context
- Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices
- Asymptotics of empirical eigenstructure for high dimensional spiked covariance
- Concentration inequalities and moment bounds for sample covariance operators
- Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
- Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations
- Envelope models for parsimonious and efficient multivariate linear regression
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
- Finite sample approximation results for principal component analysis: A matrix perturbation approach
- Foundations for envelope models and methods
- High-dimensional hypothesis testing for allometric extension model
- High-dimensional probability. An introduction with applications in data science
- scientific article; zbMATH DE number 45785 (Why is no real title available?)
- scientific article; zbMATH DE number 1070609 (Why is no real title available?)
- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- Improved estimation of a covariance matrix in an elliptically contoured matrix distribution
- Low rank multivariate regression
- Methods of multivariate analysis
- Multivariate Reduced-Rank Regression
- On the asymptotic behavior of the leading eigenvector of Tyler's shape estimator under weak identifiability
- Optimal selection of reduced rank estimators of high-dimensional matrices
- PCA consistency for the power spiked model in high-dimensional settings
- Principal points for an allometric extension model
- Reduced rank regression via adaptive nuclear norm penalization
- Reduced-rank regression for the multivariate linear model
- Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
- Robust reduced-rank regression
- Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions
- Simultaneous Detection of Shift in Means and Variances
- Some tests for the allometric extension model in regression
- Spectral clustering algorithm for the allometric extension model
- Testing for principal component directions under weak identifiability
- The Discrimination Subspace Model
- The statistics and mathematics of high dimension low sample size asymptotics
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