A note on fast envelope estimation

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

Authors Liliana Forzani, 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

(33)

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

Describes a project that uses

Uses Software

• envlp

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