https://scholars.lib.ntu.edu.tw/handle/123456789/113806
標題: | Envelope Models for Parsimonious and Efficient Multivariate Linear Regression Comment | 作者: | HUNG, HUNG | 公開日期: | 2010 | 卷: | v.20 | 期: | n.3 | 起(迄)頁: | 981-987 | 來源出版物: | STATISTICA SINICA | 摘要: | Cook, Li and Chiaromonte have introduced the interesting notion of an envelope model, which provides an efficient approach for high-dimensional data analysis. The envelope model looks for the "minimal sufficient response" for the regression of Y on X. Our discussion focuses mainly on a two -staged estimation approach, PLS-MLE, which is workable for n extract an intermediate response subspace. This subspace is assumed to be big enough to contain the envelope subspace, but also small enough to accommodate a stable MLE. |
URI: | http://ntur.lib.ntu.edu.tw//handle/246246/235737 |
顯示於: | 流行病學與預防醫學研究所 |
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