Robust reduced-rank modeling via rank regression
From MaRDI portal
Publication:338394
DOI10.1016/j.jspi.2016.08.009zbMath1356.62056OpenAlexW2520271709MaRDI QIDQ338394
Heng Lian, Weihua Zhao, 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
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)
Related Items (7)
Variable screening in multivariate linear regression with high-dimensional covariates ⋮ Rank method for partial functional linear regression models ⋮ Sparse reduced-rank regression for multivariate varying-coefficient models ⋮ A robust proposal of estimation for the sufficient dimension reduction problem ⋮ Unnamed Item ⋮ Rank-based test for partial functional linear regression models ⋮ A hybrid method based on \(F\)-transform for robust estimators
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Reduced rank regression via adaptive nuclear norm penalization
- Optimal selection of reduced rank estimators of high-dimensional matrices
- U-processes: Rates of convergence
- Joint variable and rank selection for parsimonious estimation of high-dimensional matrices
- Composite quantile regression and the oracle model selection theory
- Multivariate nonparametric methods with R. An approach based on spatial signs and ranks.
- Bayesian reduced rank regression in econometrics
- Reduced-rank regression for the multivariate linear model
- Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
- Introductory lectures on convex optimization. A basic course.
- Asymptotic distribution of the reduced rank regression estimator under general conditions
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Generalized canonical analysis for time series
- Local Rank Inference for Varying Coefficient Models
- Outlier Detection Using Nonconvex Penalized Regression
- Asymptotic Theory of Overparameterized Structural Models
- Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Rank-Based Methods for Multivariate Linear Models
- Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection
- Robust reduced-rank regression
- Robust Nonparametric Statistical Methods
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
This page was built for publication: Robust reduced-rank modeling via rank regression
