Envelopes in multivariate regression models with nonlinearity and heteroscedasticity

DOI10.1093/BIOMET/ASAA036zbMATH Open1457.62174OpenAlexW3036228244MaRDI QIDQ5145709FDOQ5145709

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

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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)

Cited In (6)

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

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