Structured time-dependent inverse regression (STIR)
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Cites work
- A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures
- Classification of multivariate repeated measures data with temporal autocorrelation
- Dimension estimation in sufficient dimension reduction: a unifying approach
- Dimension folding PCA and PFC for matrix-valued predictors
- Estimating the structural dimension of regressions via parametric inverse regression
- Estimation and testing for separable variance-covariance structures
- Fisher lecture: Dimension reduction in regression
- scientific article; zbMATH DE number 2222298 (Why is no real title available?)
- Joint modeling of longitudinal continuous, longitudinal ordinal, and time-to-event outcomes
- Models with a Kronecker product covariance structure: estimation and testing
- On dimension folding of matrix- or array-valued statistical objects
- Principal fitted components for dimension reduction in regression
- Sliced Inverse Regression for Dimension Reduction
- Sufficient dimension reduction for censored regressions
- The Angle Between Complementary Subspaces
- Unbiased modified likelihood ratio tests for simple and double separability of a variance-covariance structure
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