Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1144783 | Journal of the Korean Statistical Society | 2013 | 6 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jae Keun Yoo,