Pages that link to "Item:Q5805374"
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The following pages link to Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions (Q5805374):
Displaying 50 items.
- Leveraging mixed and incomplete outcomes via reduced-rank modeling (Q105484) (← links)
- Autoregressive models for matrix-valued time series (Q109413) (← links)
- Multilevel dimensionality-reduction methods (Q257411) (← links)
- Testing for the cointegration rank when some cointegrating directions are changing (Q261903) (← links)
- Lowdimensional additive overlapping clustering (Q263356) (← links)
- Generalized reduced rank tests using the singular value decomposition (Q274909) (← links)
- Bayesian point estimation of the cointegration space (Q278200) (← links)
- Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics (Q280239) (← links)
- Structural analysis with multivariate autoregressive index models (Q281034) (← links)
- High-dimensional consistency of rank estimation criteria in multivariate linear model (Q290726) (← links)
- Common trends and cycles in I(2) VAR systems (Q291631) (← links)
- Reduced rank regression for blocks of simultaneous equations (Q291844) (← links)
- Robust reduced-rank modeling via rank regression (Q338394) (← links)
- Functional extended redundancy analysis (Q441833) (← links)
- On estimation in the reduced-rank regression with a large number of responses and predictors (Q495393) (← links)
- Degrees of freedom in low rank matrix estimation (Q525906) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- Optimal selection of reduced rank estimators of high-dimensional matrices (Q548562) (← links)
- Reduced rank regression with autoregressive errors (Q579823) (← links)
- Statistical inference for functional relationship between the specified and the remainder populations (Q614520) (← links)
- Convex optimization methods for dimension reduction and coefficient estimation in multivariate linear regression (Q662292) (← links)
- Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
- Some identification problems in the cointegrated vector autoregressive model (Q736675) (← links)
- Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) (← links)
- Joint variable and rank selection for parsimonious estimation of high-dimensional matrices (Q741790) (← links)
- Constrained stochastic extended redundancy analysis (Q748221) (← links)
- A nonparametric empirical Bayes approach to large-scale multivariate regression (Q830438) (← links)
- Generalized co-sparse factor regression (Q830453) (← links)
- Contributions to multivariate analysis by Professor Yasunori Fujikoshi (Q855899) (← links)
- Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (Q900821) (← links)
- Reduced-rank regression: a useful determinant identity (Q928904) (← links)
- Exact rational expectations, cointegration, and reduced rank regression (Q928908) (← links)
- Seemingly unrelated reduced-rank regression model (Q928919) (← links)
- An extended redundancy analysis and its applications to two practical examples (Q957244) (← links)
- Regularized partial and/or constrained redundancy analysis (Q998840) (← links)
- Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms (Q1000570) (← links)
- Regularized linear and kernel redundancy analysis (Q1020827) (← links)
- Cobra: a package for co-breaking analysis (Q1020861) (← links)
- Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations (Q1026361) (← links)
- Tests for dimensionality and interactions of mean vectors under general and reducible covariance structures (Q1062386) (← links)
- Maximum-likelihood estimation of the parameters of a multivariate normal distribution (Q1071428) (← links)
- Generalized least squares estimation of the functional multivariate linear errors-in-variables model (Q1090032) (← links)
- On multivariate linear regression shrinkage and reduced-rank procedures (Q1125532) (← links)
- Bayesian reduced rank regression in econometrics (Q1126468) (← links)
- Submodel estimation of a structural vector error correction model under cointegration (Q1128783) (← links)
- Maximum likelihood estimation of a multivariate linear functional relationship (Q1140381) (← links)
- Testing dimensionality in the multivariate analysis of variance (Q1186629) (← links)
- Statistical tests for structural relationship (Q1186638) (← links)
- Cointegration in partial systems and the efficiency of single-equation analysis (Q1193515) (← links)
- Tests of overidentification and predeterminedness in simultaneous equation models (Q1203082) (← links)
