Rank estimation in reduced-rank regression
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference21 articles.
1. Estimating linear restrictions on regression coefficients for multivariate normal distributions;Anderson;Ann. Math. Statist.,1951
2. Asymptotic distribution of the reduced rank regression estimator under general conditions;Anderson;Ann. Statist.,1999
3. Asymptotic theory for canonical correlation analysis;Anderson;J. Multivariate Anal.,1999
4. Statistical inference in factor analysis;Anderson,1956
5. Multivariate analysis;Bartlett;J. Roy. Statist. Soc. Ser. B,1947
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