Scaled envelopes: scale-invariant and efficient estimation in multivariate linear regression

DOI10.1093/BIOMET/AST026MaRDI QIDQ2870257zbMATH OpenOpenAlexFDO

Authors R. Dennis Cook, Zhihua Su

Publication date 17 January 2014

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/a992a5745669f94ed31faf9bb49218c66a867095

zbMATH Keywords

dimension reductionenvelope modelreducing subspacesimilarity transformation

Mathematics Subject Classification ID

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

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Cited in

(23)

• Model-free envelope dimension selection
• Envelope method with ignorable missing data
• Combining envelope methodology and aster models for variance reduction in life history analyses
• General model-free weighted envelope estimation
• Supervised singular value decomposition and its asymptotic properties
• Inner envelopes: efficient estimation in multivariate linear regression
• Envelope quantile regression
• A note on hypothesis testing in the envelope model
• Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression
• Frequentist model averaging for envelope models
• A Review of Envelope Models
• Scaled Partial Envelope Model in Multivariate Linear Regression
• Envelopes and principal component regression
• Mixed effects envelope models
• Envelope methods
• Enveloped Huber Regression
• Scaled envelope models for multivariate time series
• Envelope inverse regression for dimension reduction: a review and new perspectives
• Instrumental variable envelope models for endogenous multivariate regression
• Enhanced Response Envelope via Envelope Regularization
• Groupwise scaled partial envelope model with advantageous scale invariant
• Scale invariant and efficient estimation for groupwise scaled envelope model
• Partial Envelope and Reduced-Rank Partial Envelope Vector Autoregressive Models

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