Envelopes for elliptical multivariate linear regression
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Publication:4986372
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Cites work
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- scientific article; zbMATH DE number 1350311 (Why is no real title available?)
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- A note on fast envelope estimation
- A survey on continuous elliptical vector distributions
- Assessment of local influence in elliptical linear models with longitudinal structure
- Assessment of variance components in elliptical linear mixed models
- Asymptotic Statistics
- Asymptotic distribution of the reduced rank regression estimator under general conditions
- Depth-weighted robust multivariate regression with application to sparse data
- Diagnostic methods in elliptical linear regression models
- Elliptically contoured models in statistics and portfolio theory
- Envelope models for parsimonious and efficient multivariate linear regression
- Envelopes and reduced-rank regression
- Estimates of MM type for the multivariate linear model
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
- Improved estimation in a general multivariate elliptical model
- Improved hypothesis testing in a general multivariate elliptical model
- Influence Diagnostics for Elliptical Multivariate Linear Regression Models
- Influence diagnostics in nonlinear mixed-effects elliptical models
- Limiting behavior of recursive \(M\)-estimators in multivariate linear regression models
- Local influence in multivariate elliptical linear regression models
- Multivariate Student-t regression models: Pitfalls and inference
- Multivariate elliptical models with general parameterization
- Multivariate reduced-rank regression
- On local influence for elliptical linear models
- On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions
- One-Sided Tests in Linear Models with Multivariatet-Distribution
- Reduced-rank regression for the multivariate linear model
- Reweighting to Achieve Elliptically Contoured Covariates in Regression
- Robust Statistics
- Robust estimation for the multivariate linear model based on a \(\tau\)-scale
- Robust m-estimators of multivariate location and scatter
- Robust reduced-rank modeling via rank regression
- Sufficient reductions in regressions with elliptically contoured inverse predictors
- The distribution of residuals from a general elliptical linear model
- The unifying role of iterative generalized least squares in statistical algorithms. With comments by Bent Jørgensen, Peter McCullagh, Joe R. Hill and a rejoinder by the author
- Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
Cited in
(8)- Foundations for envelope models and methods
- Envelopes in multivariate regression models with nonlinearity and heteroscedasticity
- Reduced-Rank Envelope Vector Autoregressive Model
- A Bayesian Approach to Envelope Quantile Regression
- Efficient estimation in expectile regression using envelope models
- A theoretical view of the envelope model for multivariate linear regression as response dimension reduction
- Scaled envelope models for multivariate time series
- Envelopes and reduced-rank regression
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