Efficient simultaneous partial envelope model in multivariate linear regression

DOI10.1080/00949655.2021.1995866MaRDI QIDQ5083322zbMATH OpenOpenAlexFDO

Authors

Publication date 22 June 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2021.1995866

zbMATH Keywords

dimension reductionreducing subspacesGrassmannian manifoldsenvelope model

Mathematics Subject Classification ID

Statistics (62-XX) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cites work

• scientific article; zbMATH DE number 1034037 (Why is no real title available?)
• A Bayesian approach for envelope models
• Asymptotic Theory of Overparameterized Structural Models
• Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
• Covariate-adjusted tensor classification in high dimensions
• Envelope models for parsimonious and efficient multivariate linear regression
• Envelope-based sparse partial least squares
• Envelopes and Partial Least Squares Regression
• Estimation of multivariate means with heteroscedastic errors using envelope models
• Fast envelope algorithms
• Foundations for envelope models and methods
• Inner envelopes: efficient estimation in multivariate linear regression
• Partial envelopes for efficient estimation in multivariate linear regression
• Rank estimation in reduced-rank regression
• Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression
• The Geometry of Algorithms with Orthogonality Constraints
• Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics

Describes a project that uses

Uses Software

• GrassmannOptim

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