Envelopes in multivariate regression models with nonlinearity and heteroscedasticity
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DOI: 10.1093/biomet/asaa036
Abstract: Envelopes have been proposed in recent years as a nascent methodology for sufficient dimension reduction and efficient parameter estimation in multivariate linear models. We extend the classical definition of envelopes in Cook et al. (2010)… read more here.
Keywords: estimation; standard envelope; envelope; heteroscedasticity ... See more keywords