| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1145153 | Journal of Multivariate Analysis | 2016 | 13 Pages |
Abstract
We propose a new algorithm for envelope estimation, along with a new n-consistent method for computing starting values. The new algorithm, which does not require optimization over a Grassmannian, is shown by simulation to be much faster and typically more accurate than the best existing algorithm proposed by Cook and Zhang (2016).
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
R. Dennis Cook, Liliana Forzani, Zhihua Su,