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 …
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
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 …
in path analyses, guided by recent advances in envelope theory. After reviewing the present …
A review of envelope models
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 …
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 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 …
reduction techniques. It has been used in many contexts including linear regression …
Envelopes: A new chapter in partial least squares regression
We describe and elaborate on foundations that connect partial least squares regression with
recently developed envelope theory and methodology. These foundations explain why PLS …
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 …
philosophically, paving the way for a unified approach to multivariate dimension reduction in …
Envelope‐based partial partial least squares with application to cytokine‐based biomarker analysis for COVID‐19
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 …
regression because of its superior prediction performance demonstrated in many cases. In …
Enveloped huber regression
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 …
the error follows a heavy-tailed distribution. We propose a new method called the enveloped …