Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality

DOI10.1080/03610920701713260MaRDI QIDQ3499062zbMATH OpenOpenAlexFDO

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

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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Cites work

• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• scientific article; zbMATH DE number 3258737 (Why is no real title available?)
• scientific article; zbMATH DE number 3396952 (Why is no real title available?)
• A Reduced-Rank Multivariate Regression Approach to Aquatic Joint Toxicity Experiments
• A local parameterization of orthogonal and semi-orthogonal matrices with applications
• An inter-battery method of factor analysis
• Asymptotic distribution of the reduced rank regression estimator under general conditions
• Asymptotic expansion of the sample correlation coefficient under nonnormality
• Asymptotic robustness of the asymptotic biases in structural equation modeling
• Effects of transformations in higher order asymptotic expansions
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
• General Saddlepoint Approximations with Applications to L Statistics
• General saddlepoint approximations and normalizing transformations for multivariate statistics
• Linear correlations between sets of variables
• Multivariate reduced-rank regression
• Reduced rank models for multiple time series
• Reduced rank regression. With applications to quantitative structure-activity relationships
• Reduced-rank regression for the multivariate linear model
• Separation theorems for singular values of matrices and their applications in multivariate analysis
• The bootstrap and Edgeworth expansion

Cited in

(5)

• 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
• Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality

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