An introduction to envelopes: dimension reduction for efficient estimation in multivariate statistics

RD Cook - 2018 - books.google.com
Written by the leading expert in the field, this text reviews the major new developments in
envelope models and methods An Introduction to Envelopes provides an overview of the …

On the role of partial least squares in path analysis for the social sciences

RD Cook, L Forzani - Journal of Business Research, 2023 - Elsevier
We describe the current and potential future roles for partial least squares (PLS) algorithms
in path analyses, guided by recent advances in envelope theory. After reviewing the present …

A review of envelope models

M Lee, Z Su - International Statistical Review, 2020 - Wiley Online Library
The envelope model was first introduced as a parsimonious version of multivariate linear
regression. It uses dimension reduction techniques to remove immaterial variation in the …

Reduced-rank envelope vector autoregressive model

SY Samadi, HMWB Herath - Journal of Business & Economic …, 2024 - Taylor & Francis
The standard vector autoregressive (VAR) models suffer from overparameterization which is
a serious issue for high-dimensional time series data as it restricts the number of variables …

A comprehensive Bayesian framework for envelope models

S Chakraborty, Z Su - Journal of the American Statistical …, 2024 - Taylor & Francis
The envelope model aims to increase efficiency in multivariate analysis by using dimension
reduction techniques. It has been used in many contexts including linear regression …

Envelopes: A new chapter in partial least squares regression

RD Cook, L Forzani - Journal of Chemometrics, 2020 - Wiley Online Library
We describe and elaborate on foundations that connect partial least squares regression with
recently developed envelope theory and methodology. These foundations explain why PLS …

A slice of multivariate dimension reduction

RD Cook - Journal of Multivariate Analysis, 2022 - Elsevier
We describe how many dimension reduction strategies are connected conceptually and
philosophically, paving the way for a unified approach to multivariate dimension reduction in …

Envelope quantile regression

S Ding, Z Su, G Zhu, L Wang - Statistica Sinica, 2021 - JSTOR
The quantile regression method is a valuable complement to the classical mean regression,
helping to ensure robust and comprehensive data analyses in a variety of applications. We …

Envelope‐based partial partial least squares with application to cytokine‐based biomarker analysis for COVID‐19

Y Park, Z Su, D Chung - Statistics in Medicine, 2022 - Wiley Online Library
Partial least squares (PLS) regression is a popular alternative to ordinary least squares
regression because of its superior prediction performance demonstrated in many cases. In …

Enveloped huber regression

L Zhou, RD Cook, H Zou - Journal of the American Statistical …, 2024 - Taylor & Francis
Huber regression (HR) is a popular flexible alternative to the least squares regression when
the error follows a heavy-tailed distribution. We propose a new method called the enveloped …