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

DOI10.1093/biomet/ast026zbMath1452.62492OpenAlexW2040825813MaRDI QIDQ2870257

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 reductionsimilarity transformationreducing subspaceenvelope model

Mathematics Subject Classification ID

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

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