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)

Mathematics Subject Classification ID

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

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Cited in

(only showing first 100 items - show all)

• Sparse reduced-rank regression for simultaneous rank and variable selection via manifold optimization
• Low-rank inducing norms with optimality interpretations
• A common framework for estimating multivariate autoregressive index models
• Asymptotic distribution of the reduced rank regression estimator under general conditions
• Scalable interpretable multi-response regression via SEED
• Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
• Optimal selection of reduced rank estimators of high-dimensional matrices
• Inferring Influence Networks from Longitudinal Bipartite Relational Data
• On estimation in some reduced rank extended growth curve models
• Multi-target regression via input space expansion: treating targets as inputs
• Convex optimization methods for dimension reduction and coefficient estimation in multivariate linear regression
• On label dependence and loss minimization in multi-label classification
• Signal extraction approach for sparse multivariate response regression
• Sparse reduced-rank regression for multivariate varying-coefficient models
• An asymptotic test for redundancy of variables in the comparison of two covariance matrices
• Sparse reduced-rank regression with covariance estimation
• Asymptotic properties of adaptive group Lasso for sparse reduced rank regression
• Reduced-rank multi-label classification
• A note on rank reduction in sparse multivariate regression
• Degrees of freedom in low rank matrix estimation
• Sparse Reduced Rank Huber Regression in High Dimensions
• High-dimensional regression with unknown variance
• A comparison of various methods for multivariate regression with highly collinear variables
• Multilevel dimensionality-reduction methods
• Capturing between-tasks covariance and similarities using multivariate linear mixed models
• Reduced-rank growth curve models
• Universal Features for High-Dimensional Learning and Inference
• Semiparametric regression during 2003--2007
• D4R: doubly robust reduced rank regression in high dimension
• Partitioning predictors in multivariate regression models
• Asymptotic distributions in the projection pursuit based canonical correlation analysis
• Low rank multivariate regression
• Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality
• Enveloping spectral surfaces: covariate dependent spectral analysis of categorical time series
• Parallel integrative learning for large-scale multi-response regression with incomplete outcomes
• A selective review of sufficient dimension reduction for multivariate response regression
• Low-rank matrix recovery under heavy-tailed errors
• Supervised singular value decomposition and its asymptotic properties
• Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
• Dimensionality reduction approach to multivariate prediction
• Dimensionality reduction approach to multivariate prediction
• Parsimonious structural equation models for repeated measures data, with application to the study of consumer preferences
• A local parameterization of orthogonal and semi-orthogonal matrices with applications
• Separation theorems for singular values of matrices and their applications in multivariate analysis
• Reduced-rank vector generalized linear models with two linear predictors
• Parametric and semiparametric reduced-rank regression with flexible sparsity
• A robust proposal of estimation for the sufficient dimension reduction problem
• Taylor's power law and reduced-rank vector generalized linear models
• Simultaneous dimension reduction and variable selection in modeling high dimensional data
• On the convergence of rank-one multi-target linear regression
• Asymptotic theory for maximum likelihood estimates in reduced-rank multivariate generalized linear models
• Semi-automated simultaneous predictor selection for regression-SARIMA models
• A state-space approach to time-varying reduced-rank regression
• Exponential weights in multivariate regression and a low-rankness favoring prior
• 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
• Reduced rank multinomial logistic regression in Markov chains with application to cognitive data
• An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression
• Bayesian analysis of reduced rank regression
• Reduced rank regression with autoregressive errors
• Multivariate response regression with low-rank and generalized sparsity
• Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models
• Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction
• Robust reduced rank regression in a distributed setting
• High-dimensional VAR with low-rank transition
• Functional extended redundancy analysis
• Estimating a sparse reduction for general regression in high dimensions
• Bayesian reduced rank regression in econometrics
• Structural changes in the cointegrated vector autoregressive model
• Detecting clusters in multivariate response regression
• scientific article; zbMATH DE number 7370541 (Why is no real title available?)
• Multi-target prediction: a unifying view on problems and methods
• The restricted subordination problem for stationary sequences
• Convex multi-task feature learning
• Sufficient dimension reduction and prediction in regression: asymptotic results
• An extended redundancy analysis and its applications to two practical examples
• Constrained stochastic extended redundancy analysis
• Reduced-rank vector generalized linear models
• Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example
• Model-based regression clustering for high-dimensional data: application to functional data
• Multivariate factorizable expectile regression with application to fMRI data
• Continuum directions for supervised dimension reduction
• An Efficient Convex Formulation for Reduced-Rank Linear Discriminant Analysis in High Dimensions
• Covariance Model with General Linear Structure and Divergent Parameters
• Rank estimation in reduced-rank regression
• Moment-based dimension reduction for multivariate response regression
• Reduced rank modeling for functional regression with functional responses
• Sequential Scaled Sparse Factor Regression
• Reduced-Rank Envelope Vector Autoregressive Model
• Matrix factorization for multivariate time series analysis
• Alternating DCA for reduced-rank multitask linear regression with covariance matrix estimation
• Reduced-rank models for interaction in unequally replicated two-way classifications
• Tensor-on-Tensor Regression
• A multivariate reduced-rank growth curve model with unbalanced data
• Covariate‐driven factorization by thresholding for multiblock data
• Envelopes for elliptical multivariate linear regression
• Generalized high-dimensional trace regression via nuclear norm regularization
• Nonconvex penalized reduced rank regression and its oracle properties in high dimensions
• Improving the incoherence of a learned dictionary via rank shrinkage

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