A Model-Free Test for Reduced Rank in Multivariate Regression

DOI10.1198/016214503000134MaRDI QIDQ4468451zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

dimension reductionmultivariate regressionregression graphicscentral subspaces

Mathematics Subject Classification ID

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

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Cited in

(32)

• scientific article; zbMATH DE number 3994786 (Why is no real title available?)
• On expectile-assisted inverse regression estimation for sufficient dimension reduction
• A Reduced Rank Regression Model for Local Variation in Solar Radiation
• Contour projected dimension reduction
• A selective review of sufficient dimension reduction for multivariate response regression
• Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression
• Sufficient dimension reduction via distance covariance with multivariate responses
• A novel moment-based sufficient dimension reduction approach in multivariate regression
• Robust Multivariate Regression When There is Heteroscedasticity
• Model diagnostics in reduced-rank estimation
• A new sliced inverse regression method for multivariate response
• The dual central subspaces in dimension reduction
• Fourier transform approach for inverse dimension reduction method
• 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
• Estimation and Test for Multi-Dimensional Regression Models
• A note on sufficient dimension reduction
• Dimension reduction and estimation in the secondary analysis of case-control studies
• 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
• Testing the eigenvalue structure of spot and integrated covariance
• A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction
• Rank estimation in reduced-rank regression
• Moment-based dimension reduction for multivariate response regression
• Model free multivariate reduced-rank regression with categorical predictors
• 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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