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Reduced rank stochastic regression with a sparse singular value decomposition

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  • Kun Chen
  • Kung‐Sik Chan
  • Nils Chr. Stenseth

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Suggested Citation

  • Kun Chen & Kung‐Sik Chan & Nils Chr. Stenseth, 2012. "Reduced rank stochastic regression with a sparse singular value decomposition," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 74(2), pages 203-221, March.
    • Handle: RePEc:bla:jorssb:v:74:y:2012:i:2:p:203-221
    DOI: j.1467-9868.2011.01002.x
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    Citations

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    Cited by:

    1. Limin Li & Zhongsheng Wang & Hongkai Jiang, 2015. "Storage battery remaining useful life prognosis using improved unscented particle filter," Journal of Risk and Reliability, , vol. 229(1), pages 52-61, February.
    2. Lian, Heng & Kim, Yongdai, 2016. "Nonconvex penalized reduced rank regression and its oracle properties in high dimensions," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 383-393.
    3. Jin Liu & Jian Huang & Shuangge Ma, 2012. "Analysis of Genome-Wide Association Studies with Multiple Outcomes Using Penalization," PLOS ONE, Public Library of Science, vol. 7(12), pages 1-12, December.
    4. Marie Tuft & Martica H. Hall & Robert T. Krafty, 2023. "Spectra in low‐rank localized layers (SpeLLL) for interpretable time–frequency analysis," Biometrics, The International Biometric Society, vol. 79(1), pages 304-318, March.
    5. Goh, Gyuhyeong & Dey, Dipak K. & Chen, Kun, 2017. "Bayesian sparse reduced rank multivariate regression," Journal of Multivariate Analysis, Elsevier, vol. 157(C), pages 14-28.
    6. Hu, Jianhua & Xin, Xin & You, Jinhong, 2014. "Model determination and estimation for the growth curve model via group SCAD penalty," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 199-213.
    7. Hu, Jianhua & Liu, Xiaoqian & Liu, Xu & Xia, Ningning, 2022. "Some aspects of response variable selection and estimation in multivariate linear regression," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    8. Lian, Heng & Feng, Sanying & Zhao, Kaifeng, 2015. "Parametric and semiparametric reduced-rank regression with flexible sparsity," Journal of Multivariate Analysis, Elsevier, vol. 136(C), pages 163-174.
    9. Dong, Ruipeng & Li, Daoji & Zheng, Zemin, 2021. "Parallel integrative learning for large-scale multi-response regression with incomplete outcomes," Computational Statistics & Data Analysis, Elsevier, vol. 160(C).
    10. Guo, Wenxing & Balakrishnan, Narayanaswamy & He, Mu, 2023. "Envelope-based sparse reduced-rank regression for multivariate linear model," Journal of Multivariate Analysis, Elsevier, vol. 195(C).
    11. Zhao, Weihua & Jiang, Xuejun & Lian, Heng, 2018. "A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction," Computational Statistics & Data Analysis, Elsevier, vol. 127(C), pages 269-280.
    12. Luo, Ruiyan & Qi, Xin, 2017. "Signal extraction approach for sparse multivariate response regression," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 83-97.
    13. Luo, Chongliang & Liang, Jian & Li, Gen & Wang, Fei & Zhang, Changshui & Dey, Dipak K. & Chen, Kun, 2018. "Leveraging mixed and incomplete outcomes via reduced-rank modeling," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 378-394.
    14. Kohei Yoshikawa & Shuichi Kawano, 2023. "Sparse reduced-rank regression for simultaneous rank and variable selection via manifold optimization," Computational Statistics, Springer, vol. 38(1), pages 53-75, March.
    15. Mishra, Aditya & Dey, Dipak K. & Chen, Yong & Chen, Kun, 2021. "Generalized co-sparse factor regression," Computational Statistics & Data Analysis, Elsevier, vol. 157(C).
    16. Feng, Sanying & Lian, Heng & Zhu, Fukang, 2016. "Reduced rank regression with possibly non-smooth criterion functions: An empirical likelihood approach," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 139-150.
    17. Kun Chen & Yanyuan Ma, 2017. "Analysis of Double Single Index Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(1), pages 1-20, March.
    18. Dmitry Kobak & Yves Bernaerts & Marissa A. Weis & Federico Scala & Andreas S. Tolias & Philipp Berens, 2021. "Sparse reduced‐rank regression for exploratory visualisation of paired multivariate data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(4), pages 980-1000, August.
    19. Yiyuan She, 2017. "Selective factor extraction in high dimensions," Biometrika, Biometrika Trust, vol. 104(1), pages 97-110.

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