General model-free weighted envelope estimation

DOI10.1214/23-EJS2105OpenAlexW3004806874MaRDI QIDQ2681752

Daniel J. Eck

Publication date: 6 February 2023

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.01003

zbMATH Keywords

model selectiondimension reductionnonparametric bootstrapmodel averagingbootstrap smoothing

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression
• Weighted envelope estimation to handle variability in model selection
• Aster models for life history analysis

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