1972 …2022
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Research Output 1972 2020

2019

Combining envelope methodology and aster models for variance reduction in life history analyses

Eck, D. J., Geyer, C. J. & Cook, R. D., Jan 1 2019, (Accepted/In press) In : Journal of Statistical Planning and Inference. 205, p. 283-292 10 p.

Research output: Contribution to journalArticle

Variance Reduction
Fitness
Envelope
Methodology
Covariance matrix

Inverse regression for ridge recovery: a data-driven approach for parameter reduction in computer experiments

Glaws, A., Constantine, P. G. & Cook, R. D., Jan 1 2019, In : Statistics and Computing.

Research output: Contribution to journalArticle

Sliced Average Variance Estimation
Inverse Regression
Sufficient Dimension Reduction
Sliced Inverse Regression
Computer Experiments

Multivariate Design of Experiments for Engineering Dimensional Analysis

Eck, D. J., Cook, R. D., Nachtsheim, C. J. & Albrecht, T. A., Jan 1 2019, In : Technometrics.

Research output: Contribution to journalArticle

Dimensional Analysis
Design of Experiments
Design of experiments
Engineering
Experiments
2 Citations (Scopus)

Partial least squares prediction in high-dimensional regression

Cook, R. D. & Forzani, L., Apr 1 2019, In : Annals of Statistics. 47, 2, p. 884-908 25 p.

Research output: Contribution to journalArticle

Partial Least Squares
Predictors
High-dimensional
Regression
Prediction
Sufficient Dimension Reduction
Variable Selection
Discrepancy
Sliced Average Variance Estimation
Central Subspace
2018
1 Citation (Scopus)

A convex formulation for high-dimensional sparse sliced inverse regression

Tan, K. M., Wang, Z., Zhang, T., Liu, H. & Cook, R. D., Dec 1 2018, In : Biometrika. 105, 4, p. 769-782 14 p.

Research output: Contribution to journalArticle

Sliced Inverse Regression
Convex optimization
Covariates
High-dimensional
multipliers
3 Citations (Scopus)

Big data and partial least-squares prediction

Cook, R. D. & Forzani, L., Mar 1 2018, In : Canadian Journal of Statistics. 46, 1, p. 62-78 17 p.

Research output: Contribution to journalArticle

Partial Least Squares
Regression
Prediction
Dimension Reduction
Predictors
3 Citations (Scopus)

Fast envelope algorithms

Cook, R. D. & Zhang, X., Jul 1 2018, In : Statistica Sinica. 28, 3, p. 1179-1197 19 p.

Research output: Contribution to journalArticle

Envelope
Coordinate Descent
Screening
Descent Algorithm
Precursor
4 Citations (Scopus)

Matrix variate regressions and envelope models

Ding, S. & Cook, R. D., Mar 1 2018, In : Journal of the Royal Statistical Society. Series B: Statistical Methodology. 80, 2, p. 387-408 22 p.

Research output: Contribution to journalArticle

Envelope
Regression
Predictors
Model
Conditional Distribution
1 Citation (Scopus)

Principal Components, Sufficient Dimension Reduction, and Envelopes

Cook, R. D., Mar 7 2018, In : Annual Review of Statistics and Its Application. 5, p. 533-559 27 p.

Research output: Contribution to journalArticle

Sufficient Dimension Reduction
Principal Components
Envelope
Sliced Average Variance Estimation
Central Subspace
2017
5 Citations (Scopus)

Weighted envelope estimation to handle variability in model selection

Eck, D. J. & Cook, R. D., Sep 1 2017, In : Biometrika. 104, 3, p. 743-749 7 p.

Research output: Contribution to journalArticle

Volatilization
Model Selection
Envelope
data analysis
Estimator
2016
11 Citations (Scopus)

Algorithms for Envelope Estimation

Cook, R. D. & Zhang, X., Jan 2 2016, In : Journal of Computational and Graphical Statistics. 25, 1, p. 284-300 17 p.

Research output: Contribution to journalArticle

Envelope
Grassmann Manifold
Linear regression
Structural Properties
Optimization
5 Citations (Scopus)

A note on fast envelope estimation

Cook, R. D., Forzani, L. & Su, Z., Jan 1 2016, In : Journal of Multivariate Analysis. 150, p. 42-54 13 p.

Research output: Contribution to journalArticle

Envelope
Grassmannian
Optimization
Computing
Simulation

Linear and nonlinear regression

Cook, R. D. & Weisberg, S., Apr 19 2016, Statistical Methodology in the Pharmaceutical Sciences. CRC Press, p. 163-199 37 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Nonlinear Regression
Linear regression
Linear Models
4 Citations (Scopus)

Scaled Predictor Envelopes and Partial Least-Squares Regression

Cook, R. D. & Su, Z., Apr 2 2016, In : Technometrics. 58, 2, p. 155-165 11 p.

Research output: Contribution to journalArticle

Partial Least Squares Regression
Partial Least Squares
Envelope
Predictors
Statistics
2015
5 Citations (Scopus)

Diagnostic studies in sufficient dimension reduction

Chen, X., Cook, R. D. & Zou, C., Aug 1 2015, In : Biometrika. 102, 3, p. 545-558 14 p.

Research output: Contribution to journalArticle

Sufficient Dimension Reduction
Diagnostics
Dimension Reduction
Predictors
Dimension-reduction Subspaces

Discussion

Cook, R. D. & Nachtsheim, C. J., Apr 1 2015, In : Journal of Quality Technology. 47, 2, p. 119-121 3 p.

Research output: Contribution to journalComment/debate

11 Citations (Scopus)

Envelopes and reduced-rank regression

Cook, R. D., Forzani, L. & Zhang, X., Jan 1 2015, In : Biometrika. 102, 2, p. 439-456 18 p.

Research output: Contribution to journalArticle

Reduced Rank Regression
Envelope
Reduced Rank
Regression
Estimator
22 Citations (Scopus)

Foundations for Envelope Models and Methods

Cook, R. D. & Zhang, X., Apr 3 2015, In : Journal of the American Statistical Association. 110, 510, p. 599-611 13 p.

Research output: Contribution to journalArticle

Envelope
Cox Regression
Poisson Regression
Model
Weighted Least Squares
4 Citations (Scopus)

Higher-order sliced inverse regressions

Ding, S. & Cook, R. D., Jan 1 2015, In : Wiley Interdisciplinary Reviews: Computational Statistics. 7, 4, p. 249-257 9 p.

Research output: Contribution to journalArticle

Sliced Inverse Regression
Sufficient Dimension Reduction
Higher Order
Predictors
Complex Structure
1 Citation (Scopus)

Letter to the Editor

Cook, R. D., Forzani, L. & Rothman, A., Jul 3 2015, In : American Statistician. 69, 3, p. 253-254 2 p.

Research output: Contribution to journalLetter

Linear Hypothesis: Regression (Graphics)

Cook, R. D., Mar 26 2015, International Encyclopedia of the Social & Behavioral Sciences: Second Edition. Elsevier Inc., p. 157-161 5 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

regression
regression analysis
20 Citations (Scopus)

Simultaneous envelopes for multivariate linear regression

Cook, R. D. & Zhang, X., Jan 2 2015, In : Technometrics. 57, 1, p. 11-25 15 p.

Research output: Contribution to journalArticle

Linear regression
Envelope
Reduced Rank Regression
Grassmann Manifold
Canonical Correlation Analysis
12 Citations (Scopus)

Tensor sliced inverse regression

Ding, S. & Cook, R. D., Jan 2015, In : Journal of Multivariate Analysis. 133, p. 216-231 16 p.

Research output: Contribution to journalArticle

Sliced Inverse Regression
Tensors
Tensor
Predictors
Dimension Reduction
2014
5 Citations (Scopus)

A MATLAB toolbox for computing envelope estimators in multivariate analysis

Cook, R. D., Su, Z. & Yang, Y., Jan 1 2014, In : Journal of Statistical Software. 62, 8, p. 1-20 20 p.

Research output: Contribution to journalArticle

Multivariate Analysis
MATLAB
Envelope
Estimator
Computing
13 Citations (Scopus)

Dimension folding PCA and PFC for matrix-valued predictors

Ding, S. & Cook, R. D., Jan 1 2014, In : Statistica Sinica. 24, 1, p. 463-492 30 p.

Research output: Contribution to journalArticle

Principal Components
Folding
Principal Component Analysis
Predictors
Dimension Reduction
24 Citations (Scopus)

Fused estimators of the central subspace in sufficient dimension reduction

Cook, R. D. & Zhang, X., Jan 1 2014, In : Journal of the American Statistical Association. 109, 506, p. 815-827 13 p.

Research output: Contribution to journalArticle

Central Subspace
Sufficient Dimension Reduction
Estimator
Sliced Inverse Regression
Slicing

Letter to the editor

Albrecht, M. C., Nachtsheim, C. J., Albrecht, T. A. & Cook, R. D., Apr 3 2014, In : Technometrics. 56, 2, 1 p.

Research output: Contribution to journalLetter

2013

A model of strength

Johnson, D. H. & Cook, R. D., Jan 1 2013, In : Science. 342, 6155, p. 192-193 2 p.

Research output: Contribution to journalLetter

41 Citations (Scopus)

Envelopes and partial least squares regression

Cook, R. D., Helland, I. S. & Su, Z., Nov 1 2013, In : Journal of the Royal Statistical Society. Series B: Statistical Methodology. 75, 5, p. 851-877 27 p.

Research output: Contribution to journalArticle

Partial Least Squares Regression
Partial Least Squares
Envelope
Multivariate Statistics
Estimator
10 Citations (Scopus)

Estimation of multivariate means with heteroscedastic errors using envelope models

Su, Z. & Cook, R. D., Jan 1 2013, In : Statistica Sinica. 23, 1, p. 213-230 18 p.

Research output: Contribution to journalArticle

Heteroscedastic Errors
Covariance Structure
Envelope
Efficient Estimation
Asymptotic Variance
21 Citations (Scopus)

Experimental design for engineering dimensional analysis

Albrecht, M. C., Nachtsheim, C. J., Albrecht, T. A. & Cook, R. D., Aug 1 2013, In : Technometrics. 55, 3, p. 257-270 14 p.

Research output: Contribution to journalArticle

Dimensional Analysis
Experimental design
Design of experiments
Engineering
Scalability
6 Citations (Scopus)

Prediction in abundant high-dimensional linear regression

Cook, R. D., Forzani, L. & Rothman, A. J., Dec 1 2013, In : Electronic Journal of Statistics. 7, 1, p. 3059-3088 30 p.

Research output: Contribution to journalArticle

Linear regression
Predictors
High-dimensional
Regression
Prediction

Rejoinder

Albrecht, M. C., Albrecht, T. A., Nachtsheim, C. J. & Cook, R. D., Aug 1 2013, In : Technometrics. 55, 3, p. 292-295 4 p.

Research output: Contribution to journalComment/debate

14 Citations (Scopus)

Scaled envelopes: Scale-invariant and efficient estimation in multivariate linear regression

Cook, R. D. & Su, Z., Dec 1 2013, In : Biometrika. 100, 4, p. 939-954 16 p.

Research output: Contribution to journalArticle

Efficient Estimation
Scale Invariant
Linear regression
Envelope
Linear Models
2012
3 Citations (Scopus)

Analysis and efficient 2 k - 1 designs for experiments in blocks of size two

Wang, P. C. & Cook, R. D., Feb 1 2012, In : Quality and Reliability Engineering International. 28, 1, p. 105-113 9 p.

Research output: Contribution to journalArticle

Experiments
Experiment
Microarrays
Factors
Factorial design
18 Citations (Scopus)

Estimating sufficient reductions of the predictors in abundant high-dimensional regressions

Cook, R. D., Forzani, L. & Rothman, A. J., Feb 1 2012, In : Annals of Statistics. 40, 1, p. 353-384 32 p.

Research output: Contribution to journalArticle

Predictors
High-dimensional
Regression
Sufficient Dimension Reduction
Sufficient
4 Citations (Scopus)

Grassmannoptim: An R package for Grassmann manifold optimization

Adragni, K. P., Cook, R. D. & Wu, S., Jul 1 2012, In : Journal of Statistical Software. 50

Research output: Contribution to journalArticle

Grassmann Manifold
Optimization
Stochastic Gradient
Orthogonal Transformation
Orthogonal matrix
17 Citations (Scopus)

Inner envelopes: Efficient estimation in multivariate linear regression

Su, Z. & Cook, R. D., Sep 1 2012, In : Biometrika. 99, 3, p. 687-702 16 p.

Research output: Contribution to journalArticle

Efficient Estimation
Linear regression
Envelope
Linear Models
Maximum Likelihood Estimator
2011
11 Citations (Scopus)

LDR: A package for likelihood-based sufficient dimension reduction

Cook, R. D., Forzani, L. M. & Tomassi, D. R., Mar 1 2011, In : Journal of Statistical Software. 39, 3, p. 1-20 20 p.

Research output: Contribution to journalArticle

Sufficient Dimension Reduction
Likelihood
Data Preprocessing
Testing
Information Criterion
12 Citations (Scopus)

On the mean and variance of the generalized inverse of a singular wishart matrix

Cook, R. D. & Forzani, L., Aug 5 2011, In : Electronic Journal of Statistics. 5, p. 146-158 13 p.

Research output: Contribution to journalArticle

Wishart Matrix
Singular matrix
Generalized Inverse
Moore-Penrose Generalized Inverse
Moment
29 Citations (Scopus)

Partial envelopes for efficient estimation in multivariate linear regression

Su, Z. & Cook, R. D., Mar 1 2011, In : Biometrika. 98, 1, p. 133-146 14 p.

Research output: Contribution to journalArticle

Efficient Estimation
Linear regression
Envelope
Linear Models
Partial
2010
64 Citations (Scopus)

Coordinate-independent sparse sufficient dimension reduction and variable selection

Chen, X., Zou, C. & Cook, R. D., Dec 2010, In : Annals of Statistics. 38, 6, p. 3696-3723 28 p.

Research output: Contribution to journalArticle

Sufficient Dimension Reduction
Variable Selection
Predictors
Linear Combination
Oracle Property
70 Citations (Scopus)

Envelope models for parsimonious and efficient multivariate linear regression

Cook, R. D., Li, B. & Chiaromonte, F., Jul 1 2010, In : Statistica Sinica. 20, 3, p. 927-960 34 p.

Research output: Contribution to journalArticle

Linear regression
Maximum Likelihood Estimator
Envelope
Covariance matrix
Reducing Subspace

Envelope models for parsimonious and efficient multivariate linear regression (with discussion)

Cook, R. D., Li, B. & Chiaromonte, F., 2010, In : Statistica Sinica. 20, p. 927-1010

Research output: Contribution to journalArticle

2 Citations (Scopus)

Letters to the editor

Cook, R. D. & Forzani, L., Jun 1 2010, In : Journal of the American Statistical Association. 105, 490, 1 p.

Research output: Contribution to journalLetter

8 Citations (Scopus)

Necessary and sufficient conditions for consistency of A method for smoothed functional inverse regression

Cook, R. D., Forzani, L. & Yao, A. F., Jan 2010, In : Statistica Sinica. 20, 1, p. 235-238 4 p.

Research output: Contribution to journalArticle

Inverse Regression
Sliced Inverse Regression
Covariance Operator
Effective Dimension
Consistent Estimator

Rejoinder

Cook, R. D., Li, B., Chiaromonte, F. & Su, Z., Jul 1 2010, In : Statistica Sinica. 20, 3, p. 999-1010 12 p.

Research output: Contribution to journalComment/debate

3 Citations (Scopus)

Some insights into continuum regression and its asymptotic properties

Chen, X. & Cook, R. D., Dec 1 2010, In : Biometrika. 97, 4, p. 985-989 5 p.

Research output: Contribution to journalArticle

Normal distribution
Least-Squares Analysis
Asymptotic Properties
least squares
Continuum
2009
21 Citations (Scopus)

Dimension reduction in regressions with exponential family predictors

Cook, R. D. & Li, L., 2009, In : Journal of Computational and Graphical Statistics. 18, 3, p. 774-791 18 p.

Research output: Contribution to journalArticle

Exponential Family
Dimension Reduction
Predictors
Regression
Categorical