Anderson, T. W. Asymptotic distribution of the reduced rank regression estimator under general conditions. (English) Zbl 0961.62011 Ann. Stat. 27, No. 4, 1141-1154 (1999). MSC: 62E20 62H12 62H10 62J99 PDFBibTeX XMLCite \textit{T. W. Anderson}, Ann. Stat. 27, No. 4, 1141--1154 (1999; Zbl 0961.62011) Full Text: DOI
Reinsel, Gregory C. On multivariate linear regression shrinkage and reduced-rank procedures. (English) Zbl 1057.62524 J. Stat. Plann. Inference 81, No. 2, 311-321 (1999). MSC: 62J07 62H20 62H12 PDFBibTeX XMLCite \textit{G. C. Reinsel}, J. Stat. Plann. Inference 81, No. 2, 311--321 (1999; Zbl 1057.62524) Full Text: DOI
Johansen, Søren; Swensen, Anders Rygh Testing exact rational expectations in cointegrated vector autoregressive models. (English) Zbl 0951.62094 J. Econom. 93, No. 1, 73-91 (1999). Reviewer: Herbert S.Buscher (Mannheim) MSC: 62P20 91B84 PDFBibTeX XMLCite \textit{S. Johansen} and \textit{A. R. Swensen}, J. Econom. 93, No. 1, 73--91 (1999; Zbl 0951.62094) Full Text: DOI
Anderson, T. W. Asymptotic theory for canonical correlation analysis. (English) Zbl 0943.62056 J. Multivariate Anal. 70, No. 1, 1-29 (1999). Reviewer: J.Anděl (Praha) MSC: 62H20 62E20 62H10 PDFBibTeX XMLCite \textit{T. W. Anderson}, J. Multivariate Anal. 70, No. 1, 1--29 (1999; Zbl 0943.62056) Full Text: DOI
Chao, John C.; Phillips, Peter C. B. Model selection in partially nonstationary vector autoregressive processes with reduced rank structure. (English) Zbl 1041.62516 J. Econom. 91, No. 2, 227-271 (1999). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{J. C. Chao} and \textit{P. C. B. Phillips}, J. Econom. 91, No. 2, 227--271 (1999; Zbl 1041.62516) Full Text: DOI
Takemura, Akimichi; Kuriki, Satoshi Shrinkage to smooth non-convex cone: Principal component analysis as Stein estimation. (English) Zbl 0918.62054 Commun. Stat., Theory Methods 28, No. 3-4, 651-669 (1999). MSC: 62H25 15A18 62J07 PDFBibTeX XMLCite \textit{A. Takemura} and \textit{S. Kuriki}, Commun. Stat., Theory Methods 28, No. 3--4, 651--669 (1999; Zbl 0918.62054) Full Text: DOI