A theoretical view of the envelope model for multivariate linear regression as response dimension reduction

Jae Keun Yoo

doi:10.1016/j.jkss.2012.03.004

A theoretical view of the envelope model for multivariate linear regression as response dimension reduction

Jae Keun Yoo

Department of Statistics

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

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.

Original language	English
Pages (from-to)	143-148
Number of pages	6
Journal	Journal of the Korean Statistical Society
Volume	42
Issue number	2
DOIs	https://doi.org/10.1016/j.jkss.2012.03.004
State	Published - Jun 2013

Keywords

Envelope model
Multivariate linear regression
Reducing subspaces
Response dimension reduction

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10.1016/j.jkss.2012.03.004

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title = "A theoretical view of the envelope model for multivariate linear regression as response dimension reduction",

abstract = "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.",

keywords = "Envelope model, Multivariate linear regression, Reducing subspaces, Response dimension reduction",

author = "Yoo, {Jae Keun}",

note = "Funding Information: This work was supported by Basic Science Research Program through the National Research Foundation of Korea (KRF) funded by the Ministry of Education, Science and Technology (2011-0005581).",

year = "2013",

month = jun,

doi = "10.1016/j.jkss.2012.03.004",

language = "English",

volume = "42",

pages = "143--148",

journal = "Journal of the Korean Statistical Society",

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AU - Yoo, Jae Keun

N1 - Funding Information: This work was supported by Basic Science Research Program through the National Research Foundation of Korea (KRF) funded by the Ministry of Education, Science and Technology (2011-0005581).

PY - 2013/6

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N2 - 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.

AB - 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.

KW - Envelope model

KW - Multivariate linear regression

KW - Reducing subspaces

KW - Response dimension reduction

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VL - 42

SP - 143

EP - 148

JO - Journal of the Korean Statistical Society

JF - Journal of the Korean Statistical Society

IS - 2

ER -

A theoretical view of the envelope model for multivariate linear regression as response dimension reduction

Abstract

Keywords

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