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

central subspacesdimension reductionmultivariate regressionregression graphics

Mathematics Subject Classification ID

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

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Cited in

(34)

• A novel moment-based sufficient dimension reduction approach in multivariate regression
• Contour projected dimension reduction
• On testing the dimensionality of regression coefficients
• Response dimension reduction for the conditional mean in multivariate regression
• Rank estimation in reduced-rank regression
• A new sliced inverse regression method for multivariate response
• Dimension reduction and estimation in the secondary analysis of case-control studies
• Model diagnostics in reduced-rank estimation
• Fourier transform sparse inverse regression estimators for sufficient variable selection
• Testing the eigenvalue structure of spot and integrated covariance
• Feature filter for estimating central mean subspace and its sparse solution
• Moment-based dimension reduction for multivariate response regression
• Canonical correlation analysis through linear modeling
• Multi-type insurance claim processes with high-dimensional covariates
• Robust Multivariate Regression When There is Heteroscedasticity
• Fourier transform approach for inverse dimension reduction method
• scientific article; zbMATH DE number 3994786 (Why is no real title available?)
• A Reduced Rank Regression Model for Local Variation in Solar Radiation
• A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction
• Efficient dimension reduction for multivariate response data
• Model free multivariate reduced-rank regression with categorical predictors
• Local and global rank tests for multivariate varying-coefficient models
• Estimation and Test for Multi-Dimensional Regression Models
• Sufficient dimension reduction via distance covariance with multivariate responses
• The dual central subspaces in dimension reduction
• A selective review of sufficient dimension reduction for multivariate response regression
• On principal Hessian directions for multivariate response regressions
• A note on sufficient dimension folding for regression mean function with categorical predictors
• Reduced-rank mean estimation for projective-resampling informative predictor subspace
• On expectile-assisted inverse regression estimation for sufficient dimension reduction
• A bootstrap method for assessing the dimension of a general regression problem
• Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression
• Sufficient dimension reduction and variable selection for regression mean function with two types of predictors
• A note on sufficient dimension reduction

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