Partial Envelope and Reduced-Rank Partial Envelope Vector Autoregressive Models
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 47995 (Why is no real title available?)
- scientific article; zbMATH DE number 2199188 (Why is no real title available?)
- A semiparametric approach for modelling multivariate nonlinear time series
- An introduction to envelopes. Dimension reduction for efficient estimation in multivariate statistics
- Analysis of financial time series
- Asymptotic Theory of Overparameterized Structural Models
- Asymptotic distribution of the reduced rank regression estimator under general conditions
- Canonical correlation analysis and reduced rank regression in autoregressive models
- Canonical correlation for principal components of time series
- Convex regularization for high-dimensional multiresponse tensor regression
- Dimension reduction for the conditional mean and variance functions in time series
- Efficient estimation of reduced-rank partial envelope model in multivariate linear regression
- Efficient simultaneous partial envelope model in multivariate linear regression
- Envelope models for parsimonious and efficient multivariate linear regression
- Envelopes and Partial Least Squares Regression
- Envelopes and reduced-rank regression
- Envelopes for elliptical multivariate linear regression
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling
- Fast envelope algorithms
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
- Foundations for envelope models and methods
- General model-free weighted envelope estimation
- Groupwise partial envelope model: efficient estimation in multivariate linear regression
- Heteroscedastic modelling via the autoregressive conditional variance subspace
- High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition
- High-dimensional low-rank tensor autoregressive time series modeling
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- Low Rank and Structured Modeling of High-Dimensional Vector Autoregressions
- Matrix Variate Regressions and Envelope Models
- Multivariate reduced-rank regression
- Multivariate time series analysis. With R and financial applications
- New parsimonious multivariate spatial model: spatial envelope
- On a matrix-valued autoregressive model
- Partial envelopes for efficient estimation in multivariate linear regression
- Rank estimation in reduced-rank regression
- Reduced rank models for multiple time series
- Reduced-Rank Envelope Vector Autoregressive Model
- Reduced-rank regression for the multivariate linear model
- Scaled envelope models for multivariate time series
- Scaled envelopes: scale-invariant and efficient estimation in multivariate linear regression
- The Stationary Bootstrap
- Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
- Vector autoregression and envelope model
This page was built for publication: Partial Envelope and Reduced-Rank Partial Envelope Vector Autoregressive Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7238228)
