General model-free weighted envelope estimation
Author:
Affiliation:
1. Department of Statistics, University of Illinois, 605 E. Springfield Ave., Champaign, IL 61820 USA
Publisher
Institute of Mathematical Statistics
Subject
Statistics and Probability,Statistics, Probability and Uncertainty
Reference36 articles.
1. BURNHAM, K. P. and ANDERSON, D. R. (2004). Multimodel Inference. Sociological and Methods Research 33 261–304.
2. CHANG, Y. and PARK, J. Y. (2003). A sieve bootstrap for the test of a unit root. Journal of Time Series Analysis 24 379–400.
3. CLAESKENS, G. and HJORT, N. L. (2008). Model Selection and Model Averaging. Cambridge University Press, Cambridge.
4. COOK, R. D. (2018). An introduction to envelopes: dimension reduction for efficient estimation in multivariate statistics 401. John Wiley & Sons.
5. COOK, R. D., FORZANI, L. and SU, Z. (2016). A Note on Fast Envelope Estimation. Journal of Multivariate Analysis 150 42–54.
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