Dimension reduction in regression without matrix inversion

DOI10.1093/biomet/asm038zbMath1135.62046MaRDI QIDQ5447650

Francesca Chiaromonte, R. Dennis Cook, Bing Li

Publication date: 20 March 2008

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10.1093/biomet/asm038

zbMATH Keywords

central subspace; \(\Sigma\)-envelope; singularity of sample covariance

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

15A18: Eigenvalues, singular values, and eigenvectors

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