Multivariate Reduced Rank Regression in Non-Gaussian Contexts, Using Copulas

SSRN Electronic Journal ◽

10.2139/ssrn.975895 ◽

2004 ◽

Author(s):

Andréas Heinen ◽

Erick Williams Rengifo

Keyword(s):

Reduced Rank Regression ◽

Rank Regression ◽

Reduced Rank ◽

Non Gaussian

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Multivariate reduced rank regression in non-Gaussian contexts, using copulas

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2007.08.012 ◽

2008 ◽

Vol 52 (6) ◽

pp. 2931-2944 ◽

Cited By ~ 8

Author(s):

Andréas Heinen ◽

Erick Rengifo

Keyword(s):

Reduced Rank Regression ◽

Rank Regression ◽

Reduced Rank ◽

Non Gaussian

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Blood Lipids-Related Dietary Patterns Derived from Reduced Rank Regression Are Associated with Incident Type 2 Diabetes

Clinical Nutrition ◽

10.1016/j.clnu.2021.04.046 ◽

2021 ◽

Author(s):

Ming-Jie Duan ◽

Louise H. Dekker ◽

Juan-Jesus Carrero ◽

Gerjan J. Navis

Keyword(s):

Type 2 Diabetes ◽

Dietary Patterns ◽

Blood Lipids ◽

Reduced Rank Regression ◽

Rank Regression ◽

Incident Type ◽

Reduced Rank ◽

Incident Type 2 Diabetes

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Sparse reduced‐rank regression for exploratory visualisation of paired multivariate data

Journal of the Royal Statistical Society Series C (Applied Statistics) ◽

10.1111/rssc.12494 ◽

2021 ◽

Author(s):

Dmitry Kobak ◽

Yves Bernaerts ◽

Marissa A. Weis ◽

Federico Scala ◽

Andreas S. Tolias ◽

...

Keyword(s):

Multivariate Data ◽

Reduced Rank Regression ◽

Rank Regression ◽

Reduced Rank

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Reduced rank regression in cointegrated models

Journal of Econometrics ◽

10.1016/s0304-4076(01)00095-1 ◽

2002 ◽

Vol 106 (2) ◽

pp. 203-216 ◽

Cited By ~ 6

Author(s):

T.W. Anderson

Keyword(s):

Reduced Rank Regression ◽

Rank Regression ◽

Reduced Rank

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On cross-validation for sparse reduced rank regression

Journal of the Royal Statistical Society Series B (Statistical Methodology) ◽

10.1111/rssb.12295 ◽

2018 ◽

Vol 81 (1) ◽

pp. 145-161

Author(s):

Yiyuan She ◽

Hoang Tran

Keyword(s):

Cross Validation ◽

Reduced Rank Regression ◽

Rank Regression ◽

Reduced Rank

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Asymptotic properties of adaptive group Lasso for sparse reduced rank regression

Stat ◽

10.1002/sta4.123 ◽

2016 ◽

Vol 5 (1) ◽

pp. 251-261 ◽

Cited By ~ 1

Author(s):

Kejun He ◽

Jianhua Z. Huang

Keyword(s):

Asymptotic Properties ◽

Group Lasso ◽

Reduced Rank Regression ◽

Rank Regression ◽

Reduced Rank

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Reduced Rank Regression

The New Palgrave Dictionary of Economics, 2012 Version ◽

10.1057/9781137336583.1518 ◽

2013 ◽

Author(s):

SÃ¸ren Johansen

Keyword(s):

Reduced Rank Regression ◽

Rank Regression ◽

Reduced Rank

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Asymptotic distribution of the reduced rank regression estimator under general conditions

10.1214/aos/1017938918 ◽

1999 ◽

Vol 27 (4) ◽

pp. 1141-1154 ◽

Cited By ~ 26

Author(s):

T. W. Anderson

Keyword(s):

Asymptotic Distribution ◽

Regression Estimator ◽

Reduced Rank Regression ◽

Rank Regression ◽

Reduced Rank ◽

General Conditions

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Association between dietary patterns derived by reduced rank regression and incident diabetes: From the korean genome epidemiology study

Clinical Nutrition ◽

10.1016/j.clnu.2018.06.1377 ◽

2018 ◽

Vol 37 ◽

pp. S97-S98

Author(s):

H.A. Lee ◽

N. Son ◽

W.K. Lee

Keyword(s):

Dietary Patterns ◽

Incident Diabetes ◽

Epidemiology Study ◽

Reduced Rank Regression ◽

Rank Regression ◽

Reduced Rank

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Online Robust Reduced-Rank Regression

2020 IEEE 11th Sensor Array and Multichannel Signal Processing Workshop (SAM) ◽

10.1109/sam48682.2020.9104268 ◽

2020 ◽

Author(s):

Yangzhuoran Fin Yang ◽

Ziping Zhao

Keyword(s):

Reduced Rank Regression ◽

Rank Regression ◽

Reduced Rank

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