Envelope methods

DOI10.1002/WICS.1484MaRDI QIDQ6601083zbMATH OpenFDO

Authors R. Dennis Cook

Publication date 10 September 2024

Published in Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

sufficient dimension reductionreduced-rank regressioncanonical correlationpartial least squares regressioninner envelopespredictor envelopesresponse envelopes

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

• scientific article; zbMATH DE number 1220060 (Why is no real title available?)
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• Multivariate reduced-rank regression
• On the mathematical foundations of theoretical statistics.
• Partial envelopes for efficient estimation in multivariate linear regression
• Partial least squares prediction in high-dimensional regression
• Scaled envelopes: scale-invariant and efficient estimation in multivariate linear regression
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• Sufficient dimension reduction: methods and applications with R
• Supervised singular value decomposition and its asymptotic properties
• Weighted envelope estimation to handle variability in model selection

Cited in

(1)

• Estimation of the error structure in multivariate response linear regression models

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