A Model-Free Test for Reduced Rank in Multivariate Regression

DOI10.1198/016214503000134zbMATH Open1041.62048OpenAlexW2010280712MaRDI QIDQ4468451FDOQ4468451

Authors: R. Dennis Cook, C. Messan Setodji 

Publication date: 10 June 2004

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214503000134

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zbMATH Keywords

dimension reductionmultivariate regressionregression graphicscentral subspaces

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Cited In (32)

• Title not available (Why is that?)
• A Reduced Rank Regression Model for Local Variation in Solar Radiation
• On expectile-assisted inverse regression estimation for sufficient dimension reduction
• Contour projected dimension reduction
• A selective review of sufficient dimension reduction for multivariate response regression
• Sufficient dimension reduction via distance covariance with multivariate responses
• Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression
• A novel moment-based sufficient dimension reduction approach in multivariate regression
• Robust Multivariate Regression When There is Heteroscedasticity
• The dual central subspaces in dimension reduction
• Model diagnostics in reduced-rank estimation
• A new sliced inverse regression method for multivariate response
• Fourier transform approach for inverse dimension reduction method
• Estimation and Test for Multi-Dimensional Regression Models
• Feature filter for estimating central mean subspace and its sparse solution
• Sufficient dimension reduction and variable selection for regression mean function with two types of predictors
• Dimension reduction and estimation in the secondary analysis of case-control studies
• A note on sufficient dimension reduction
• A bootstrap method for assessing the dimension of a general regression problem
• Multi-type insurance claim processes with high-dimensional covariates
• Canonical correlation analysis through linear modeling
• A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction
• Testing the eigenvalue structure of spot and integrated covariance
• Moment-based dimension reduction for multivariate response regression
• Model free multivariate reduced-rank regression with categorical predictors
• Rank estimation in reduced-rank regression
• On testing the dimensionality of regression coefficients
• Efficient dimension reduction for multivariate response data
• Response dimension reduction for the conditional mean in multivariate regression
• On principal Hessian directions for multivariate response regressions
• Fourier transform sparse inverse regression estimators for sufficient variable selection
• Local and global rank tests for multivariate varying-coefficient models

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