Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality

DOI10.1080/03610920701713260zbMATH Open1135.62010OpenAlexW2066581028MaRDI QIDQ3499062FDOQ3499062

Authors: Haruhiko Ogasawara 

Publication date: 19 May 2008

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701713260

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zbMATH Keywords

Edgeworth expansionnonnormalitycumulantsStudentized statisticsasymptotic robustness

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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• A Reduced-Rank Multivariate Regression Approach to Aquatic Joint Toxicity Experiments
• Linear correlations between sets of variables
• Asymptotic robustness of the asymptotic biases in structural equation modeling
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• General saddlepoint approximations and normalizing transformations for multivariate statistics

Cited In (4)

• Asymptotic Expansion and Conditional Robustness for the Sample Multiple Correlation Coefficient Under Nonnormality
• Specification and misspecification in reduced rank regression
• The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior
• Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach

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