Robust reduced-rank modeling via rank regression
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Cites work
- scientific article; zbMATH DE number 5668400 (Why is no real title available?)
- scientific article; zbMATH DE number 3909528 (Why is no real title available?)
- Asymptotic Theory of Overparameterized Structural Models
- Asymptotic distribution of the reduced rank regression estimator under general conditions
- Bayesian reduced rank regression in econometrics
- Composite quantile regression and the oracle model selection theory
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
- Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
- Generalized canonical analysis for time series
- Introductory lectures on convex optimization. A basic course.
- Joint variable and rank selection for parsimonious estimation of high-dimensional matrices
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Local rank inference for varying coefficient models
- Maximal inequalities for degenerate U-processes with applications to optimization estimators
- Multivariate nonparametric methods with R. An approach based on spatial signs and ranks.
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Optimal selection of reduced rank estimators of high-dimensional matrices
- Oracle model selection for nonlinear models based on weighted composite quantile regression
- Outlier detection using nonconvex penalized regression
- Rank-Based Methods for Multivariate Linear Models
- Reduced rank regression via adaptive nuclear norm penalization
- Reduced-rank regression for the multivariate linear model
- Robust nonparametric statistical methods
- Robust reduced-rank regression
- Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
- U-processes: Rates of convergence
Cited in
(23)- D4R: doubly robust reduced rank regression in high dimension
- A hybrid method based on \(F\)-transform for robust estimators
- Reduced-Rank Models for Nutrition Knowledge Assessment
- 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
- Robust reduced rank regression in a distributed setting
- Efficient Rank Regression with Wavelet Estimated Scores
- 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
- scientific article; zbMATH DE number 7306923 (Why is no real title available?)
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