Envelopes for elliptical multivariate linear regression
From MaRDI portal
(Redirected from Publication:4986372)
Recommendations
- Envelopes and reduced-rank regression
- Envelope models for parsimonious and efficient multivariate linear regression
- Foundations for envelope models and methods
- Envelope-based sparse reduced-rank regression for multivariate linear model
- Inner envelopes: efficient estimation in multivariate linear regression
Cites work
- 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 distribution of the reduced rank regression estimator under general conditions
- Asymptotic Statistics
- 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
- scientific article; zbMATH DE number 3885116 (Why is no real title available?)
- scientific article; zbMATH DE number 44885 (Why is no real title available?)
- scientific article; zbMATH DE number 45785 (Why is no real title available?)
- scientific article; zbMATH DE number 48335 (Why is no real title available?)
- scientific article; zbMATH DE number 1211745 (Why is no real title available?)
- scientific article; zbMATH DE number 1350311 (Why is no real title available?)
- scientific article; zbMATH DE number 681265 (Why is no real title available?)
- 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 elliptical models with general parameterization
- Multivariate reduced-rank regression
- Multivariate Student-t regression models: Pitfalls and inference
- 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 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
- Robust Statistics
- 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
(12)- Efficient estimation in expectile regression using envelope models
- A theoretical view of the envelope model for multivariate linear regression as response dimension reduction
- A Bayesian Approach to Envelope Quantile Regression
- Envelopes in multivariate regression models with nonlinearity and heteroscedasticity
- Envelopes and reduced-rank regression
- Foundations for envelope models and methods
- Reduced-Rank Envelope Vector Autoregressive Model
- Scaled envelope models for multivariate time series
- An Adaptive Adjustment to the R 2 Statistic in High-Dimensional Elliptical Models
- Dimension reduction in vector autoregressive models for macroeconomic applications
- Partial Envelope and Reduced-Rank Partial Envelope Vector Autoregressive Models
- Envelope Matrix Autoregressive Models
This page was built for publication: Envelopes for elliptical multivariate linear regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4986372)
