Reduced-rank regression for the multivariate linear model

DOI10.1016/0047-259X(75)90042-1MaRDI QIDQ1220333zbMATH OpenFDO

Authors Alan Julian Izenman

Publication date 1975

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(75)90042-1

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25) Measures of association (correlation, canonical correlation, etc.) (62H20) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

Cites work

• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
• Generalized canonical analysis for time series
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3502569 (Why is no real title available?)
• scientific article; zbMATH DE number 3223275 (Why is no real title available?)
• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• Matrix derivatives with an application to an adaptive linear decision problem
• NOTES ON BIAS IN ESTIMATION
• On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix
• Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
• The Kronecker Matrix Product and Some of its Applications in Econometrics
• The likelihood ratio tests for the dimensionality of regression coefficients

Cited in

(only showing first 100 items - show all)

• Convex multi-task feature learning
• An asymptotic test for redundancy of variables in the comparison of two covariance matrices
• Autoregressive models for matrix-valued time series
• Reduced-rank models for interaction in unequally replicated two-way classifications
• Bayesian reduced rank regression in econometrics
• Separation theorems for singular values of matrices and their applications in multivariate analysis
• A local parameterization of orthogonal and semi-orthogonal matrices with applications
• A common framework for estimating multivariate autoregressive index models
• Rank estimation in reduced-rank regression
• Tensor-on-Tensor Regression
• Signal extraction approach for sparse multivariate response regression
• Asymptotic distribution of the reduced rank regression estimator under general conditions
• Reduced-rank vector generalized linear models with two linear predictors
• Ensembles for multi-target regression with random output selections
• Simultaneous dimension reduction and variable selection in modeling high dimensional data
• Multivariate factorizable expectile regression with application to fMRI data
• Continuum directions for supervised dimension reduction
• Multi-target regression via input space expansion: treating targets as inputs
• Estimating a sparse reduction for general regression in high dimensions
• On estimation in some reduced rank extended growth curve models
• Reduced rank modeling for functional regression with functional responses
• Structural changes in the cointegrated vector autoregressive model
• Reduced-rank growth curve models
• Bayesian analysis of reduced rank regression
• Semiparametric regression during 2003--2007
• Low rank multivariate regression
• Matrix factorization for multivariate time series analysis
• Parametric and semiparametric reduced-rank regression with flexible sparsity
• Some aspects of response variable selection and estimation in multivariate linear regression
• Efficient proximal mapping computation for low-rank inducing norms
• Multivariate response regression with low-rank and generalized sparsity
• Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction
• Robust reduced rank regression in a distributed setting
• Alternating DCA for reduced-rank multitask linear regression with covariance matrix estimation
• Exponential weights in multivariate regression and a low-rankness favoring prior
• Computing the degrees of freedom of rank-regularized estimators and cousins
• High-dimensional VAR with low-rank transition
• Semi-automated simultaneous predictor selection for regression-SARIMA models
• Capturing between-tasks covariance and similarities using multivariate linear mixed models
• Multi-target prediction: a unifying view on problems and methods
• Parallel integrative learning for large-scale multi-response regression with incomplete outcomes
• A multivariate reduced-rank growth curve model with unbalanced data
• Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models
• A note on rank reduction in sparse multivariate regression
• Generalized high-dimensional trace regression via nuclear norm regularization
• Bayesian sparse reduced rank multivariate regression
• Model-based regression clustering for high-dimensional data: application to functional data
• Sufficient dimension reduction and prediction in regression: asymptotic results
• Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example
• Moment-based dimension reduction for multivariate response regression
• Multilevel dimensionality-reduction methods
• Sparse reduced-rank regression with covariance estimation
• A robust proposal of estimation for the sufficient dimension reduction problem
• Supervised singular value decomposition and its asymptotic properties
• Least squares sparse principal component analysis: a backward elimination approach to attain large loadings
• High-dimensional consistency of rank estimation criteria in multivariate linear model
• Reduced rank regression for blocks of simultaneous equations
• Robust reduced-rank modeling via rank regression
• Efficient estimation of reduced-rank partial envelope model in multivariate linear regression
• Reduced-rank vector generalized linear models
• Sparse canonical correlation analysis from a predictive point of view
• Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality
• The restricted subordination problem for stationary sequences
• Parsimonious structural equation models for repeated measures data, with application to the study of consumer preferences
• Multi-output learning via spectral filtering
• On label dependence and loss minimization in multi-label classification
• Functional extended redundancy analysis
• Low-rank inducing norms with optimality interpretations
• Asymptotic theory for maximum likelihood estimates in reduced-rank multivariate generalized linear models
• Distribution Of Residual Autocovariances And Prediction Mean Square Error Properties The Multivariate Reduce Rank Autoregressive Model
• Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
• On estimation in the reduced-rank regression with a large number of responses and predictors
• Reduced rank ridge regression and its kernel extensions
• Envelopes for elliptical multivariate linear regression
• On the convergence of rank-one multi-target linear regression
• scientific article; zbMATH DE number 7370541 (Why is no real title available?)
• Sparse reduced-rank regression for multivariate varying-coefficient models
• Inferring Influence Networks from Longitudinal Bipartite Relational Data
• An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression
• Reduced-rank multi-label classification
• Scalable interpretable multi-response regression via SEED
• Degrees of freedom in low rank matrix estimation
• Bayesian sparse partial least squares
• Improving the incoherence of a learned dictionary via rank shrinkage
• Enveloping spectral surfaces: covariate dependent spectral analysis of categorical time series
• Optimal selection of reduced rank estimators of high-dimensional matrices
• Reduced rank regression with autoregressive errors
• A state-space approach to time-varying reduced-rank regression
• Dimensionality reduction approach to multivariate prediction
• Dimensionality reduction approach to multivariate prediction
• Partitioning predictors in multivariate regression models
• High-dimensional regression with unknown variance
• An Efficient Convex Formulation for Reduced-Rank Linear Discriminant Analysis in High Dimensions
• Covariate‐driven factorization by thresholding for multiblock data
• A reduced-rank approach to predicting multiple binary responses through machine learning
• Integrative sparse reduced-rank regression via orthogonal rotation for analysis of high-dimensional multi-source data
• Sparse reduced-rank regression for simultaneous rank and variable selection via manifold optimization
• A selective review of sufficient dimension reduction for multivariate response regression
• Universal Features for High-Dimensional Learning and Inference
• Sparse Reduced Rank Huber Regression in High Dimensions

This page was built for publication: Reduced-rank regression for the multivariate linear model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1220333)