Envelopes in multivariate regression models with nonlinearity and heteroscedasticity

DOI10.1093/BIOMET/ASAA036MaRDI QIDQ5145709zbMATH OpenOpenAlexFDO

Authors

Publication date 21 January 2021

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/asaa036

zbMATH Keywords

heteroscedasticitysufficient dimension reductionnonlinear dependencemultivariate linear modelenvelope modelriboflavin production rate

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12)

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(8)

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• Slicing-free inverse regression in high-dimensional sufficient dimension reduction
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• A theoretical view of the envelope model for multivariate linear regression as response dimension reduction
• General model-free weighted envelope estimation
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• Quantile Martingale Difference Divergence for Dimension Reduction
• A slicing-free perspective to sufficient dimension reduction: selective review and recent developments

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