A note on fast envelope estimation

DOI10.1016/J.JMVA.2016.05.006MaRDI QIDQ82609zbMATH OpenOpenAlexFDO

Authors R. Dennis Cook, Liliana Forzani, Zhihua Su, R. Dennis Cook, Liliana Forzani, Zhihua Su

Publication date September 2016

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2016.05.006

zbMATH Keywords

envelopesGrassmann manifoldreducing subspaces

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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Cites work

• Bayesian generalized low rank regression models for neuroimaging phenotypes and genetic markers
• Dimension reduction in regression without matrix inversion
• Envelope models for parsimonious and efficient multivariate linear regression
• Envelopes and Partial Least Squares Regression
• Estimates of MM type for the multivariate linear model
• Estimation of multivariate means with heteroscedastic errors using envelope models
• Foundations for envelope models and methods
• Partial envelopes for efficient estimation in multivariate linear regression
• The Geometry of Algorithms with Orthogonality Constraints

Cited in

(25)

• Envelope method with ignorable missing data
• Envelopes for elliptical multivariate linear regression
• New parsimonious multivariate spatial model: spatial envelope
• Some aspects of response variable selection and estimation in multivariate linear regression
• Envelope-based sparse partial least squares
• Envelope quantile regression
• Envelopes and principal component regression
• Shared subspace models for multi-group covariance estimation
• Enveloped Huber Regression
• A Review of Envelope Models
• Scaled envelope models for multivariate time series
• Envelope methods
• A Bayesian Approach to Envelope Quantile Regression
• The inner partial least square: an exploration of the ``necessary dimension reduction
• Response envelopes for linear coregionalization models
• Scaled Partial Envelope Model in Multivariate Linear Regression
• Envelope-based partial partial least squares with application to cytokine-based biomarker analysis for COVID-19
• Envelope-based sparse reduced-rank regression for multivariate linear model
• Vector autoregression and envelope model
• Renvlp
• General model-free weighted envelope estimation
• Reducing subspace models for large‐scale covariance regression
• Fast envelope algorithms
• A Comprehensive Bayesian Framework for Envelope Models
• Fast SOLA-based time scale modification using envelope matching

Describes a project that uses

Uses Software

• envlp

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