A note on fast envelope estimation

DOI10.1016/j.jmva.2016.05.006zbMath1345.62082OpenAlexW2400314691MaRDI QIDQ82609

Liliana Forzani, Zhihua Su, R. Dennis Cook, Liliana Forzani, Zhihua Su, R. Dennis Cook

Publication date: September 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.05.006

zbMATH Keywords

Grassmann manifoldenvelopesreducing subspaces

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items

A Bayesian Approach to Envelope Quantile Regression, Unnamed Item, Envelope-based sparse partial least squares, Unnamed Item, Unnamed Item, Reducing subspace models for large‐scale covariance regression, A Review of Envelope Models, Scaled Partial Envelope Model in Multivariate Linear Regression, General model-free weighted envelope estimation, Envelopes and principal component regression, Envelope-based sparse reduced-rank regression for multivariate linear model, New Parsimonious Multivariate Spatial Model: Spatial Envelope, Envelope method with ignorable missing data, Some aspects of response variable selection and estimation in multivariate linear regression, Renvlp, Response envelopes for linear coregionalization models

Uses Software

• envlp

Cites Work

• Unnamed Item
• Unnamed Item
• Estimates of MM type for the multivariate linear model
• Partial envelopes for efficient estimation in multivariate linear regression
• The Geometry of Algorithms with Orthogonality Constraints
• Envelopes and Partial Least Squares Regression
• Bayesian Generalized Low Rank Regression Models for Neuroimaging Phenotypes and Genetic Markers
• Foundations for Envelope Models and Methods
• Dimension reduction in regression without matrix inversion