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Volumn 27, Issue 4, 1999, Pages 1141-1154

Asymptotic distribution of the reduced rank regression estimator under general conditions

Author keywords

Canonical variates; Maximum likelihood estimators; Reduced rank regression

Indexed keywords


EID: 0033236914     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1017938918     Document Type: Article
Times cited : (45)

References (15)
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  • 2
    • 0001497505 scopus 로고
    • Estimating linear restrictions on regression coefficients for multivariate normal distributions
    • Correction: (1980) Ann. Statist. 8 1400
    • ANDERSON, T. W. (1951a). Estimating linear restrictions on regression coefficients for multivariate normal distributions. Ann. Math. Statist. 22 327-351. [Correction: (1980) Ann. Statist. 8 1400.]
    • (1951) Ann. Math. Statist. , vol.22 , pp. 327-351
    • Anderson, T.W.1
  • 3
    • 0002143682 scopus 로고
    • The asymptotic distribution of certain characteristic roots and vectors
    • Univ. California Press, Berkeley
    • ANDERSON, T. W. (1951b). The asymptotic distribution of certain characteristic roots and vectors. Proc. Second Berkeley Symp. Math. Statist. Probab. 103-130 Univ. California Press, Berkeley.
    • (1951) Proc. Second Berkeley Symp. Math. Statist. Probab. , pp. 103-130
    • Anderson, T.W.1
  • 5
    • 0033164198 scopus 로고    scopus 로고
    • Asymptotic theory for canonical correlation analysis
    • ANDERSON, T. W. (1999). Asymptotic theory for canonical correlation analysis. J. Multivariate Anal. 70 1-29.
    • (1999) J. Multivariate Anal. , vol.70 , pp. 1-29
    • Anderson, T.W.1
  • 7
    • 0016511949 scopus 로고
    • Reduced-rank regression for the multivariate linear model
    • IZENMAN, A. J. (1975). Reduced-rank regression for the multivariate linear model. J. Multivariate Anal. 5 248-264.
    • (1975) J. Multivariate Anal. , vol.5 , pp. 248-264
    • Izenman, A.J.1
  • 11
    • 0026615550 scopus 로고
    • A reduced-rank multivariate regression approach to joint toxicity experiments
    • RYAN, D. A. J., HUBERT, J. J., CARTER, E. M., SPRAGUE, J. B. and PARROTT, J. (1992). A reduced-rank multivariate regression approach to joint toxicity experiments. Biometrics 48 155-162.
    • (1992) Biometrics , vol.48 , pp. 155-162
    • Ryan, D.A.J.1    Hubert, J.J.2    Carter, E.M.3    Sprague, J.B.4    Parrott, J.5
  • 13
    • 0030380901 scopus 로고    scopus 로고
    • Maximum likelihood parameter and rank estimation in reduced-rank multivariate linear regressions
    • STOICA, P. and VIBERG, M. (1996). Maximum likelihood parameter and rank estimation in reduced-rank multivariate linear regressions. IEEE Trans. Signal Processing 44 3069-3078.
    • (1996) IEEE Trans. Signal Processing , vol.44 , pp. 3069-3078
    • Stoica, P.1    Viberg, M.2
  • 14
    • 0000305915 scopus 로고
    • Use of canonical analysis in time series model identification
    • TSAY, R. S. and TIAO, G. C. (1985). Use of canonical analysis in time series model identification. Biometrika 72 299-315.
    • (1985) Biometrika , vol.72 , pp. 299-315
    • Tsay, R.S.1    Tiao, G.C.2
  • 15
    • 0000616445 scopus 로고
    • Reduced rank models for multiple times series
    • VELU, R. P., REINSEL, G. C. and WICHERN, D. W. (1986). Reduced rank models for multiple times series. Biometrika 73 105-118.
    • (1986) Biometrika , vol.73 , pp. 105-118
    • Velu, R.P.1    Reinsel, G.C.2    Wichern, D.W.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.