Reduced Rank Models with Two Sets of Regressors

DOI10.2307/2347914MaRDI QIDQ4843946zbMATH OpenOpenAlexFDO

Authors Raja P. Velu

Publication date 17 August 1995

Published in Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2347914

zbMATH Keywords

canonical analysispartial canonical correlationreduced rank regressiontime series

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(15)

• Bayesian reduced rank regression in econometrics
• Fitting longitudinal reduced-rank regression models by alternating least squares
• On estimation in some reduced rank extended growth curve models
• Reduced-rank growth curve models
• Matrices with special reference to applications in psychometrics
• Component analysis with different sets of constraints on different dimensions
• Bayesian analysis of reduced rank regression
• Reduced rank regression for blocks of simultaneous equations
• Partially reduced-rank multivariate regression models
• A Reduced Rank Regression Model for Local Variation in Solar Radiation
• Bayesian Partial Reduced-Rank Regression
• Constrained stochastic extended redundancy analysis
• Seemingly unrelated reduced-rank regression model
• An extended redundancy analysis and its applications to two practical examples
• Regularized partial and/or constrained redundancy analysis

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