A note on fast envelope estimation

R. Dennis Cook, Liliana Forzani, Zhihua Su

Research output: Contribution to journalArticle

5 Citations (Scopus)

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).

Original languageEnglish (US)
Pages (from-to)42-54
Number of pages13
JournalJournal of Multivariate Analysis
Volume150
DOIs
StatePublished - Jan 1 2016

Fingerprint

Envelope
Grassmannian
Optimization
Computing
Simulation

Keywords

  • Envelopes
  • Grassmann manifold
  • Reducing subspaces

Cite this

A note on fast envelope estimation. / Cook, R. Dennis; Forzani, Liliana; Su, Zhihua.

In: Journal of Multivariate Analysis, Vol. 150, 01.01.2016, p. 42-54.

Research output: Contribution to journalArticle

Cook, R. Dennis ; Forzani, Liliana ; Su, Zhihua. / A note on fast envelope estimation. In: Journal of Multivariate Analysis. 2016 ; Vol. 150. pp. 42-54.
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