Envelopes and reduced-rank regression

DOI10.1093/BIOMET/ASV001zbMath1452.62484OpenAlexW2155020791MaRDI QIDQ5258434

Liliana Forzani, R. Dennis Cook, Xin Zhang

Publication date: 26 June 2015

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/85f5347fedcd49681d553187f218a61c63d30f4a

zbMATH Keywords

Grassmannianreduced-rank regressionenvelope model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02)

Related Items (17)

Model-free envelope dimension selection ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Functional envelope for model-free sufficient dimension reduction ⋮ A Review of Envelope Models ⋮ Envelopes and principal component regression ⋮ Envelope-based sparse reduced-rank regression for multivariate linear model ⋮ Envelope method with ignorable missing data ⋮ Leveraging mixed and incomplete outcomes via reduced-rank modeling ⋮ Efficient estimation in expectile regression using envelope models ⋮ Vector autoregression and envelope model ⋮ Mixed effects envelope models ⋮ Envelope methods ⋮ Reduced-Rank Envelope Vector Autoregressive Model ⋮ Enveloped Huber Regression ⋮ Scaled envelope models for multivariate time series ⋮ Efficient estimation of reduced-rank partial envelope model in multivariate linear regression

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