A note on fast envelope estimation

R. Dennis Cook; Liliana Forzani; Zhihua Su

doi:10.1016/j.jmva.2016.05.006

A note on fast envelope estimation

R. Dennis Cook
, Liliana Forzani
, Zhihua Su

Statistics (Twin Cities)

Research output: Contribution to journal › Article › peer-review

38 Scopus citations

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 language	English (US)
Pages (from-to)	42-54
Number of pages	13
Journal	Journal of Multivariate Analysis
Volume	150
DOIs	https://doi.org/10.1016/j.jmva.2016.05.006
State	Published - 2016

Bibliographical note

Publisher Copyright:
© 2016 Elsevier Inc.

Keywords

Envelopes
Grassmann manifold
Reducing subspaces

Publisher link

10.1016/j.jmva.2016.05.006

Find It

Find It at U of M Libraries

Cite this

@article{6fd1060b2d1a4e1b99ee4bac7085c79d,

title = "A note on fast envelope estimation",

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).",

keywords = "Envelopes, Grassmann manifold, Reducing subspaces",

author = "Cook, \{R. Dennis\} and Liliana Forzani and Zhihua Su",

note = "Publisher Copyright: {\textcopyright} 2016 Elsevier Inc.",

year = "2016",

doi = "10.1016/j.jmva.2016.05.006",

language = "English (US)",

volume = "150",

pages = "42--54",

journal = "Journal of Multivariate Analysis",

issn = "0047-259X",

publisher = "Academic Press Inc.",

}

TY - JOUR

T1 - A note on fast envelope estimation

AU - Cook, R. Dennis

AU - Forzani, Liliana

AU - Su, Zhihua

PY - 2016

Y1 - 2016

N2 - 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).

AB - 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).

KW - Envelopes

KW - Grassmann manifold

KW - Reducing subspaces

UR - https://www.scopus.com/pages/publications/84979762838

UR - https://www.scopus.com/pages/publications/84979762838#tab=citedBy

U2 - 10.1016/j.jmva.2016.05.006

DO - 10.1016/j.jmva.2016.05.006

M3 - Article

AN - SCOPUS:84979762838

SN - 0047-259X

VL - 150

SP - 42

EP - 54

JO - Journal of Multivariate Analysis

JF - Journal of Multivariate Analysis

ER -

A note on fast envelope estimation

Abstract

Bibliographical note

Keywords

Publisher link

Find It

Other files and links

Fingerprint

Cite this