A note on hypothesis testing in the envelope model

DOI10.1080/03610918.2019.1672737OpenAlexW2980202421MaRDI QIDQ5087988

Julia Volaufova, Tat S. Yau

Publication date: 4 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1672737

zbMATH Keywords

hypothesis testingdimension reductionmultivariate modelenvelope model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Parametric hypothesis testing (62F03)

Related Items

General model-free weighted envelope estimation

Cites Work

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• Model-free envelope dimension selection
• Scaled envelopes: scale-invariant and efficient estimation in multivariate linear regression
• Partial envelopes for efficient estimation in multivariate linear regression
• Weighted envelope estimation to handle variability in model selection