Reduced rank regression via adaptive nuclear norm penalization

Citations

Cited by:

1. Marie Levakova & Susanne Ditlevsen, 2024. "Penalisation Methods in Fitting High‐Dimensional Cointegrated Vector Autoregressive Models: A Review," International Statistical Review, International Statistical Institute, vol. 92(2), pages 160-193, August.
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6. Jiang, Zhenzhen & Guo, Hongping & Wang, Jinjuan, 2023. "Feature screening for multiple responses," Journal of Multivariate Analysis, Elsevier, vol. 198(C).
7. 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).
8. 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.
9. 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.
10. Mai, The Tien, 2025. "On properties of fractional posterior in generalized reduced-rank regression," Journal of Multivariate Analysis, Elsevier, vol. 210(C).
11. 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.
12. 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.
13. Mishra, Aditya & Dey, Dipak K. & Chen, Yong & Chen, Kun, 2021. "Generalized co-sparse factor regression," Computational Statistics & Data Analysis, Elsevier, vol. 157(C).
14. Lee, Hwiyoung & Ye, Zhenyao & Chen, Chixiang & Kochunov, Peter & Hong, L. Elliot & Chen, Shuo, 2026. "Fast autoregressive model for multivariate dependent outcomes with application to lipidomics analysis for Alzheimer’s disease and APOE-ε4," Computational Statistics & Data Analysis, Elsevier, vol. 215(C).
15. Donghwi Nam & Ja-Yong Koo & Kwan-Young Bak, 2025. "Dimensionality reduction in multivariate nonparametric regression via nuclear norm penalization," Statistical Papers, Springer, vol. 66(3), pages 1-33, April.
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. Hu, Jianhua & Li, Tao & Liu, Xiaoqian & Liu, Xu, 2025. "Random projection-based response best-subset selector for ultra-high dimensional multivariate data," Journal of Multivariate Analysis, Elsevier, vol. 210(C).
18. 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.
19. Yang, Yuehan & Xia, Siwei & Yang, Hu, 2023. "Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
20. Kun Chen & Kung-Sik Chan & Nils Chr. Stenseth, 2014. "Source-Sink Reconstruction Through Regularized Multicomponent Regression Analysis-With Application to Assessing Whether North Sea Cod Larvae Contributed to Local Fjord Cod in Skagerrak," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(506), pages 560-573, June.
21. Sangyoon Yi & Raymond Ka Wai Wong & Irina Gaynanova, 2023. "Hierarchical nuclear norm penalization for multi‐view data integration," Biometrics, The International Biometric Society, vol. 79(4), pages 2933-2946, December.
22. Chen, Canyi & Xu, Wangli & Zhu, Liping, 2022. "Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction," Journal of Multivariate Analysis, Elsevier, vol. 190(C).
23. Daniel Felix Ahelegbey, . "The econometrics of Bayesian graphical models: a review with financial application," Journal of Network Theory in Finance, Journal of Network Theory in Finance.
    • Ahelegbey, Daniel Felix, 2015. "The Econometrics of Bayesian Graphical Models: A Review With Financial Application," MPRA Paper 92634, University Library of Munich, Germany, revised 25 Apr 2016.
24. Fan, Jianqing & Gong, Wenyan & Zhu, Ziwei, 2019. "Generalized high-dimensional trace regression via nuclear norm regularization," Journal of Econometrics, Elsevier, vol. 212(1), pages 177-202.
25. Kamiar Asgari & Michael J. Neely, 2024. "Nonsmooth projection-free optimization with functional constraints," Computational Optimization and Applications, Springer, vol. 89(3), pages 927-975, December.
26. Daniel Felix Ahelegbey, 2015. "The Econometrics of Networks: A Review," Working Papers 2015:13, Department of Economics, University of Venice "Ca' Foscari".
27. S. Yaser Samadi & Wiranthe B. Herath, 2023. "Reduced-rank Envelope Vector Autoregressive Models," Papers 2309.12902, arXiv.org.