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

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

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• Sparse canonical correlation analysis from a predictive point of view
• Low-Rank Regression Models for Multiple Binary Responses and their Applications to Cancer Cell-Line Encyclopedia Data
• Clustering of variables methods and measurement models for soccer players' performances
• Efficient estimation of reduced-rank partial envelope model in multivariate linear regression
• Some aspects of response variable selection and estimation in multivariate linear regression
• Heaping and seeping, GAITD regression and doubly constrained reduced-rank vector generalized linear models in smoking studies
• Reduced rank ridge regression and its kernel extensions
• Least squares sparse principal component analysis: a backward elimination approach to attain large loadings
• On properties of fractional posterior in generalized reduced-rank regression
• Multi-output learning via spectral filtering
• Bayesian sparse reduced rank multivariate regression
• Ensembles for multi-target regression with random output selections
• Computing the degrees of freedom of rank-regularized estimators and cousins
• Multivariate regression with measurement error: bias analysis and estimation
• On estimation in the reduced-rank regression with a large number of responses and predictors
• On the optimality of the simultaneous redundancy transformations
• Structured matrix learning under arbitrary entrywise dependence and estimation of Markov transition kernel
• Bayesian sparse partial least squares
• Autoregressive models for matrix-valued time series
• Distribution Of Residual Autocovariances And Prediction Mean Square Error Properties The Multivariate Reduce Rank Autoregressive Model
• Scalable spatiotemporally varying coefficient modeling with Bayesian kernelized tensor regression
• Efficient proximal mapping computation for low-rank inducing norms
• Reduced-rank regression: a useful determinant identity
• Seemingly unrelated reduced-rank regression model
• Penalized reduced rank regression for multi-outcome survival data supports a common metabolic risk score for age-related diseases
• 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
• Estimation of the error structure in multivariate response linear regression models
• 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
• Logistic multidimensional data analysis for ordinal response variables using a cumulative link function
• 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
• Estimators for multivariate allometric regression model
• 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
• Personalized federated learning on large-scale association networks
• 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
• Incremental singular value decomposition for some numerical aspects of multiblock redundancy analysis
• Partitioning predictors in multivariate regression models
• Asymptotic distributions in the projection pursuit based canonical correlation analysis
• Low rank multivariate regression
• Extension of W-method and A-learner for multiple binary outcomes
• Uncertainty quantification in Bayesian reduced-rank sparse regressions
• 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
• Weighted reduced rank estimators under cointegration rank uncertainty
• A local parameterization of orthogonal and semi-orthogonal matrices with applications
• The PCovR biplot: a graphical tool for principal covariates regression
• 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
• Dimensionality reduction in multivariate nonparametric regression via nuclear norm penalization
• High-dimensional consistency of rank estimation criteria in multivariate linear model
• Reduced rank regression for blocks of simultaneous equations
• Efficient and provable online reduced rank regression via online gradient descent
• Robust reduced-rank modeling via rank regression
• Reduced rank multinomial logistic regression in Markov chains with application to cognitive data
• Robust multi-task regression with shifting low-rank patterns
• 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

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