General model-free weighted envelope estimation

DOI10.1214/23-EJS2105MaRDI QIDQ2681752zbMATH OpenOpenAlexFDO

Authors Daniel J. Eck

Publication date 6 February 2023

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

Full work available at URL https://arxiv.org/abs/2002.01003, https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-17/issue-1/General-model-free-weighted-envelope-estimation/10.1214/23-EJS2105.full

zbMATH Keywords

bootstrap smoothingdimension reductionmodel averagingmodel selectionnonparametric bootstrap

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A note on fast envelope estimation
• A note on hypothesis testing in the envelope model
• A Sieve Bootstrap For The Test Of A Unit Root
• An introduction to envelopes. Dimension reduction for efficient estimation in multivariate statistics
• Aster models for life history analysis
• Bootstrapping for multivariate linear regression models
• Combining envelope methodology and aster models for variance reduction in life history analyses
• Envelope models for parsimonious and efficient multivariate linear regression
• Envelopes in multivariate regression models with nonlinearity and heteroscedasticity
• Estimation and accuracy after model selection
• Fast envelope algorithms
• Foundations for envelope models and methods
• Frequentist Model Average Estimators
• Inner envelopes: efficient estimation in multivariate linear regression
• Matrix Variate Regressions and Envelope Models
• Model Selection and Model Averaging
• Model Selection: An Integral Part of Inference
• 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
• Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression
• Weighted envelope estimation to handle variability in model selection

Cited in

(1)

• Partial Envelope and Reduced-Rank Partial Envelope Vector Autoregressive Models

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