The envelope model recently developed for the classical multivariate linear regression have potential gain in efficiency in estimating unknown parameters over usual maximum likelihood estimation. In this paper, we theoretically investigate the envelope model as dimension reduction for response variables and connect them to existing methods.
|Number of pages||6|
|Journal||Journal of the Korean Statistical Society|
|State||Published - Jun 2013|
- Envelope model
- Multivariate linear regression
- Reducing subspaces
- Response dimension reduction