Dimension reduction provides a useful tool for analyzing high-dimensional data. The recently developed envelope method is a parsimonious version of the classical multivariate regression model that ...

This is a preview. Log in through your library . Abstract The envelope model allows efficient estimation in multivariate linear regression. In this paper, we propose the sparse envelope model, which ...

Overview Regression explains how changes in one factor influence another with clarity.Each regression type is suited for ...

This paper considers the problem of jointly decomposing a set of time series variables into cyclical and trend components, subject to sets of stochastic linear restrictions among these cyclical and ...