Scaled Partial Envelope Model in Multivariate Linear Regression

DOI10.5705/SS.202020.0352MaRDI QIDQ6086159zbMATH OpenWikidataFDO

Authors Zhensheng Huang, Li-Xing Zhu

Publication date 9 November 2023

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/SS.202020.0352

zbMATH Keywords

dimension reductionGrassmannianpartial envelope modelscale invariancescaled envelope model

Mathematics Subject Classification ID

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

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Cites work

• A Bayesian approach for envelope models
• A note on fast envelope estimation
• Applied multivariate statistical analysis.
• 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
• scientific article; zbMATH DE number 1034037 (Why is no real title available?)
• Inner envelopes: efficient estimation in multivariate linear regression
• Matrix Variate Regressions and Envelope Models
• Partial envelopes for efficient estimation in multivariate linear regression
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Scaled envelopes: scale-invariant and efficient estimation in multivariate linear regression
• The Geometry of Algorithms with Orthogonality Constraints
• Theory & Methods: Special Invited Paper: Dimension Reduction and Visualization in Discriminant Analysis (with discussion)
• Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics

Cited in

(5)

• Scaled envelopes: scale-invariant and efficient estimation in multivariate linear regression
• Partial envelopes for efficient estimation in multivariate linear regression
• Scaled envelope models for multivariate time series
• Groupwise scaled partial envelope model with advantageous scale invariant
• Scale invariant and efficient estimation for groupwise scaled envelope model

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