Inner-envelope matrix autoregression

DOI10.1016/J.JMVA.2026.105654MaRDI QIDQ7304388zbMATH OpenFDO

Authors Abdolnasser Sadeghkhani

Publication date 27 July 2026

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

Full work available at URL https://doi.org/10.1016/J.JMVA.2026.105654

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Factor analysis and principal components; correspondence analysis (62H25) Multivariate analysis (62Hxx) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• A note on fast envelope estimation
• A useful variant of the Davis-Kahan theorem for statisticians
• Additive autoregressive models for matrix valued time series
• An introduction to envelopes. Dimension reduction for efficient estimation in multivariate statistics
• Autoregressive models for matrix-valued time series
• Autoregressive moving average model for matrix time series
• Bayesian analysis of matrix normal graphical models
• Envelope models for parsimonious and efficient multivariate linear regression
• Envelopes and Partial Least Squares Regression
• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• scientific article; zbMATH DE number 2199188 (Why is no real title available?)
• Matrix Variate Regressions and Envelope Models
• Multilinear tensor regression for longitudinal relational data
• On Estimation of Covariance Matrices With Kronecker Product Structure
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• The inner partial least square: an exploration of the ``necessary dimension reduction
• The mle algorithm for the matrix normal distribution
• The Rotation of Eigenvectors by a Perturbation. III

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