Envelope method with ignorable missing data

DOI10.1214/21-EJS1881zbMath1476.62110arXiv2103.12946OpenAlexW3199592462MaRDI QIDQ2233578

Linquan Ma, Lan Liu, Wei Yang

Publication date: 11 October 2021

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.12946

zbMATH Keywords

EM-algorithmmissing datamultivariate regressionefficiency gainenvelope model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) General nonlinear regression (62J02) Missing data (62D10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A note on fast envelope estimation
• Theory and inference for regression models with missing responses and covariates
• Successive direction extraction for estimating the central subspace in a multiple-index regres\-sion
• On the convergence properties of the EM algorithm
• Statistical convergence of the EM algorithm on Gaussian mixture models
• Scaled envelopes: scale-invariant and efficient estimation in multivariate linear regression
• Inner envelopes: efficient estimation in multivariate linear regression
• Fourier Methods for Estimating the Central Subspace and the Central Mean Subspace in Regression
• Dimension reduction for non-elliptically distributed predictors: second-order methods
• On Directional Regression for Dimension Reduction
• Asymptotic Theory of Overparameterized Structural Models
• Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
• Mathematical Statistics
• Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
• Fast envelope algorithms
• Envelopes and Partial Least Squares Regression
• The Moore--Penrose Generalized Inverse for Sums of Matrices
• Envelopes and reduced-rank regression
• Foundations for Envelope Models and Methods
• Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression
• Conditional moment models with data missing at random
• Weighted envelope estimation to handle variability in model selection
• Model Selection Criteria for Missing-Data Problems Using the EM Algorithm
• RELATIONS BETWEEN TWO SETS OF VARIATES