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Journal of Econometrics, ISSN 0304-4076, 07/2017, Volume 199, Issue 1, pp. 49 - 62
Journal Article
SIAM Journal on Scientific Computing, ISSN 1064-8275, 2015, Volume 37, Issue 4, pp. A2123 - A2150
Journal Article
Biometrika, ISSN 0006-3444, 2015, Volume 102, Issue 2, pp. 439 - 456
We incorporate the nascent idea of envelopes (Cook et al., Statist. Sinica 20, 927-1010) into reduced-rank regression by proposing a reduced-rank envelope... 
Envelope model; Grassmannian; Reduced-rank regression | Reduced-rank regression | ASYMPTOTIC THEORY | BIOLOGY | MATHEMATICAL & COMPUTATIONAL BIOLOGY | Grassmannian | Envelope model | STATISTICS & PROBABILITY | ESTIMATOR
Journal Article
Journal of Applied Econometrics, ISSN 0883-7252, 8/2011, Volume 26, Issue 5, pp. 735 - 761
Journal Article
Computational Statistics and Data Analysis, ISSN 0167-9473, 03/2014, Volume 71, pp. 889 - 902
Vector generalized linear models (VGLMs) as implemented in the vgamR package permit multiple parameters to depend (via inverse link functions) on linear... 
Reduced-rank regression | Zero-inflated Poisson | Variance function | Overdispersion | Negative binomial regression | Generalized linear models | COUNT DATA | REGRESSION-MODELS | DISPERSION | STATISTICS & PROBABILITY | ORDINATION | COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS | PACKAGE | Binomials
Journal Article
Journal of Econometrics, ISSN 0304-4076, 08/2012, Volume 169, Issue 2, pp. 155 - 165
Reduced rank regression (RRR) models with time varying heterogeneity are considered. Standard information criteria for selecting cointegrating rank are shown... 
Heterogeneity | Information criteria | Time varying variances | Model selection | Cointegrating rank | TESTS | INFERENCE | LEAST-SQUARES | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | FRACTIONAL COINTEGRATION | UNIT-ROOT | SOCIAL SCIENCES, MATHEMATICAL METHODS | STATIONARITY | ECONOMICS | Reduced rank regression
Journal Article
IEEE Transactions on Signal Processing, ISSN 1053-587X, 03/2001, Volume 49, Issue 3, pp. 457 - 469
This paper provides a unified view of, and a further insight into, a class of optimal reduced-rank estimators and filters. An alternating power (AP) method for... 
Wireless communication | Maximum likelihood estimation | Wiener filter | Filtering | Neural networks | Delay estimation | Signal processing | Vectors | Power system modeling | Multi-layer neural network | SVD | Reduced-rank estimators | Reduced-rank filters | Reduced-rank Wiener filter | Reduced-rank channel equalization | Rank reduction | Reduced-rank channel identification | Reduced-rank multilayer neural network | Reduced-rank maximum likelihood estimation | Alternating power method | Power method | Rank estimation | reduced-rank channel identification | reduced-rank Wiener filter | CAPACITY | rank estimation | power method | APPROXIMATION | reduced-rank estimators | reduced-rank filters | reduced-rank maximum likelihood estimation | alternating power method | NETWORKS | IDENTIFICATION | rank reduction | FAST SUBSPACE TRACKING | ENGINEERING, ELECTRICAL & ELECTRONIC | reduced-rank multilayer neural network | reduced-rank channel equalization | KARHUNEN-LOEVE TRANSFORM | Filtering (Electronics) | Research | Studies | Reduction | Computation | Receivers | Mathematical models | Computational efficiency | Estimators | Optimization | alternating power method; power method; rank estimation; rank reduction; reduced-rank channel equalization; reduced-rank channel identification; reduced-rank estimators; reduced-rank filters; reduced-rank maximum likelihood estimation; reduced-rank multil
Journal Article
Statistics in Medicine, ISSN 0277-6715, 12/2016, Volume 35, Issue 28, pp. 5135 - 5148
Journal Article
Mathematical Methods of Statistics, ISSN 1066-5307, 10/2017, Volume 26, Issue 4, pp. 299 - 310
The general multivariate analysis of variance model has been extensively studied in the statistical literature and successfully applied in many different... 
maximum likelihood estimator | growth curve model | 62J05 | multivariate analysis of variance | 62J07 | Statistical Theory and Methods | reduced rank model | Statistics | Naturvetenskap | Mathematics | Natural Sciences | Matematik | Sannolikhetsteori och statistik | Probability Theory and Statistics
Journal Article
Journal Article
Bayesian Analysis, ISSN 1936-0975, 01/2017, Volume 12, Issue 3, pp. 879 - 917
textabstractWeak empirical evidence near and at the boundary of the parameter region is a predominant feature in econometric models. Examples are... 
Journal Article