Robust reduced-rank modeling via rank regression
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Publication:338394
DOI10.1016/J.JSPI.2016.08.009zbMATH Open1356.62056OpenAlexW2520271709MaRDI QIDQ338394FDOQ338394
Authors: Weihua Zhao, Heng Lian, Shujie Ma 
Publication date: 4 November 2016
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2016.08.009
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Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)
Cites Work
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Cited In (23)
- D4R: doubly robust reduced rank regression in high dimension
- Reduced-Rank Models for Nutrition Knowledge Assessment
- A hybrid method based on \(F\)-transform for robust estimators
- A robust proposal of estimation for the sufficient dimension reduction problem
- Model diagnostics in reduced-rank estimation
- Rank reduction for high-dimensional generalized additive models
- Rank method for partial functional linear regression models
- Reduced rank regression for blocks of simultaneous equations
- Robust distributed estimation and variable selection for massive datasets via rank regression
- Efficient Rank Regression with Wavelet Estimated Scores
- Robust reduced rank regression in a distributed setting
- Reduced-rank estimation for ill-conditioned stochastic linear model with high signal-to-noise ratio
- Variable screening in multivariate linear regression with high-dimensional covariates
- A faster algorithm for ridge regression of reduced rank data
- Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach
- Rank estimation in reduced-rank regression
- Envelopes for elliptical multivariate linear regression
- A Relaxed Iterative Projection Algorithm for Rank-Deficient Regression Problems
- On estimation in the reduced-rank regression with a large number of responses and predictors
- Rank-based test for partial functional linear regression models
- On Cross-Validation for Sparse Reduced Rank Regression
- Sparse reduced-rank regression for multivariate varying-coefficient models
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