Model free multivariate reduced-rank regression with categorical predictors

zbMATH Open1166.62045MaRDI QIDQ5325819FDOQ5325819

C. Messan Setodji, Lexin Li

Publication date: 24 July 2009

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J19N3/j19n313/j19n313.html

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zbMATH Keywords

dimension reductioncentral mean subspacemultivariate reduced-rank regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Cited In (2)

• New approaches to model-free dimension reduction for bivariate regression
• A Model-Free Test for Reduced Rank in Multivariate Regression

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