Efficient simultaneous partial envelope model in multivariate linear regression

DOI10.1080/00949655.2021.1995866OpenAlexW3211254159MaRDI QIDQ5083322

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Publication date: 22 June 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.1995866

zbMATH Keywords

dimension reductionGrassmannian manifoldsreducing subspacesenvelope model

Mathematics Subject Classification ID

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

Uses Software

• GrassmannOptim

Cites Work

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• Covariate-Adjusted Tensor Classification in High-Dimensions
• A Bayesian approach for envelope models
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• Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
• Asymptotic Theory of Overparameterized Structural Models
• Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
• The Geometry of Algorithms with Orthogonality Constraints
• Fast envelope algorithms
• Envelopes and Partial Least Squares Regression
• Foundations for Envelope Models and Methods
• Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression

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