Testing for error correlation in trace regression models
From MaRDI portal
Cites work
- Adaptive Huber trace regression with low-rank matrix parameter via nonconvex regularization
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Empirical likelihood for autoregressive models with spatial errors
- Empirical likelihood for linear models
- Empirical likelihood for linear structural equation models with dependent errors
- Empirical likelihood inference for time-varying coefficient autoregressive models
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models
- Generalized high-dimensional trace regression via nuclear norm regularization
- scientific article; zbMATH DE number 3059918 (Why is no real title available?)
- Model Selection and Estimation in Regression with Grouped Variables
- Nonparametric time series prediction: A semi-functional partial linear modeling
- On a measure of lack of fit in time series models
- Oracle inequality for sparse trace regression models with exponential -mixing errors
- Quantile trace regression via nuclear norm regularization
- Regularized Matrix Regression
- Sparse trace norm regularization
- Testing for error correlation in partially functional linear regression models
- Testing for serial correlation in linear model with validation data
- Testing heteroskedasticity in trace regression with low-rank matrix parameter
- Testing serial correlation in partially linear models with validation data
- The rate of convergence for sparse and low-rank quantile trace regression
- Trace regression model with simultaneously low rank and row(column) sparse parameter
This page was built for publication: Testing for error correlation in trace regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7313549)
