Semi-parametric order-based generalized multivariate regression
نویسندگان
چکیده
منابع مشابه
Semi-parametric order-based generalized multivariate regression
In this paper, we consider a generalized multivariate regression problem where the responses are monotonic functions of linear transformations of predictors. We propose a semi-parametric algorithm based on the ordering of the responses which is invariant to the functional form of the transformation function. We prove that our algorithm, which maximizes the rank correlation of responses and line...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2017
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2017.01.012