Reducing subspace models for large‐scale covariance regression (Q6055710): Difference between revisions

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+W3196884732
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+Spectral models for covariance matrices
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+Estimation of covariance matrices based on hierarchical inverse-Wishart priors
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+Q3999065
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+Envelopes and Partial Least Squares Regression
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+Covariance reducing models: An alternative to spectral modelling of covariance matrices
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+A note on fast envelope estimation
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+Estimation of a covariance matrix under Stein's loss
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+Two generalizations of the common principal component model
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+Q5214268
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+The Optimal Hard Threshold for Singular Values is &lt;inline-formula&gt; &lt;tex-math notation="TeX"&gt;\(4/\sqrt {3}\) &lt;/tex-math&gt;&lt;/inline-formula&gt;
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+A Hierarchical Eigenmodel for Pooled Covariance Estimation
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+A Covariance Regression Model
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+On the distribution of the largest eigenvalue in principal components analysis
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+A Bayesian approach for envelope models
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+Joint mean and covariance modeling of multiple health outcome measures
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+Some tests for common principal component subspaces in several groups
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+Q4908789
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+Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression
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+Common reducing subspace model and network alternation analysis
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+A feasible method for optimization with orthogonality constraints
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+Envelopes in multivariate regression models with nonlinearity and heteroscedasticity
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