A note on hypothesis testing in the envelope model

DOI10.1080/03610918.2019.1672737MaRDI QIDQ5087988zbMATH OpenOpenAlexFDO

Authors Tat S. Yau, Júlia Volaufová

Publication date 4 July 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2019.1672737

zbMATH Keywords

dimension reductionenvelope modelhypothesis testingmultivariate model

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

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Cites work

• Comparison of approximate tests of fixed effects in linear repeated measures design models with covariates
• Envelope models for parsimonious and efficient multivariate linear regression
• Model-free envelope dimension selection
• Partial envelopes for efficient estimation in multivariate linear regression
• Scaled envelopes: scale-invariant and efficient estimation in multivariate linear regression
• Weighted envelope estimation to handle variability in model selection

Cited in

(1)

• General model-free weighted envelope estimation

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