Envelopes for elliptical multivariate linear regression
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Publication:4986372
zbMATH Open1464.62342MaRDI QIDQ4986372FDOQ4986372
Authors: Liliana Forzani, Zhihua Su
Publication date: 27 April 2021
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Cited In (8)
- Foundations for envelope models and methods
- Envelopes in multivariate regression models with nonlinearity and heteroscedasticity
- Reduced-Rank Envelope Vector Autoregressive Model
- A Bayesian Approach to Envelope Quantile Regression
- Efficient estimation in expectile regression using envelope models
- A theoretical view of the envelope model for multivariate linear regression as response dimension reduction
- Scaled envelope models for multivariate time series
- Envelopes and reduced-rank regression
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