Vector autoregression and envelope model
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Cites work
- A Bayesian approach for envelope models
- A canonical analysis of multiple time series
- A note on fast envelope estimation
- An approach to dimensionality reduction in time series
- Asymptotic Theory of Overparameterized Structural Models
- Dimension folding PCA and PFC for matrix-valued predictors
- Envelope models for parsimonious and efficient multivariate linear regression
- Envelopes and Partial Least Squares Regression
- Envelopes and reduced-rank regression
- Higher-order sliced inverse regressions
- Matrix Variate Regressions and Envelope Models
- Modelling multiple time series via common factors
- Multilinear tensor regression for longitudinal relational data
- Partial envelopes for efficient estimation in multivariate linear regression
- Reduced rank models for multiple time series
- Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression
- Sparse minimum discrepancy approach to sufficient dimension reduction with simultaneous variable selection in ultrahigh dimension
- Tensor sliced inverse regression
- TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
- The use of factor analysis in the statistical analysis of multiple time series
- Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
Cited in
(9)- Reduced-Rank Envelope Vector Autoregressive Model
- Envelope-based partial partial least squares with application to cytokine-based biomarker analysis for COVID-19
- Enveloped Huber Regression
- Scaled envelope models for multivariate time series
- Envelope inverse regression for dimension reduction: a review and new perspectives
- Dimension reduction in vector autoregressive models for macroeconomic applications
- Groupwise scaled partial envelope model with advantageous scale invariant
- Partial Envelope and Reduced-Rank Partial Envelope Vector Autoregressive Models
- Envelope Matrix Autoregressive Models
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