An Introduction to Envelopes: Dimension Reduction for Efficient Estimation in Multivariate Statistics

Download An Introduction to Envelopes: Dimension Reduction for Efficient Estimation in Multivariate Statistics written by R. Dennis Cook in PDF format. This book is under the category Mathematics and bearing the isbn/isbn13 number 1119422930/9781119422938. You may reffer the table below for additional details of the book.


SKU: 3be0214185d6 Category: Tag:



R. Dennis Cook






320 pages









Book Description

This textbook, written by a well-known authority in the subject, provides an overview of the most significant recent advancements in envelope models and approaches.

Envelopes are a set of procedures for boosting efficiency in multivariate studies without changing the traditional objectives. An Introduction to Envelopes: Dimension Reduction for Efficient Estimation in Multivariate Statistics (PDF) provides an overview of the theory and methodology of envelopes. By mixing vivid examples that demonstrate how envelopes can be utilized in practice, the author strikes a balance between the foundations and the methods discussed in the book. He discusses predictor envelopes and their connection with partial least squares regression, explains how to use envelopes to target selected coefficients, and explains how to use envelopes to target selected coefficients. The e-book demonstrates how the envelope methodology has the potential to enhance the estimation of a multivariate mean.

In addition to this, the textbook analyzes previous research on sparse and Bayesian response envelopes and provides information on how envelopes can be used in generalized linear models and regressions with a matrix-valued response. In addition, the textbook investigates the relationships between envelopes and various other methods for reducing the number of dimensions, such as canonical correlations, reduced-rank regression, supervised singular value decomposition, sufficient dimension reduction, principal components, principal fitted components, and sufficient dimension reduction. This extremely useful resource:

• Provides a textbook that was written by the most knowledgeable person in this area.

• Delves into the mathematics and linear algebra that lie beneath the surface

• Comprises a web-based companion site that is compatible with R as well as Matlab

• Describes the pioneering work that has been done in this rapidly developing area of research and puts the spotlight on it

• Explains the most significant recent advancements in the industry and focuses on the most essential future steps

An Introduction to Envelopes is the first ebook to cover the theory and methods of envelopes. It is written for practitioners interested in statistical methodology as well as graduate students and researchers interested in multivariate analysis and dimension reduction. An Introduction to Envelopes is available now.

PLEASE TAKE NOTE That the offering comes with a PDF version of the ebook titled “An Introduction to Envelopes.” There are no access codes contained within.

Table of contents

Table of contents :
Content: Response envelopes —
Illustrative analyses using response envelopes —
Partial response envelopes —
Predictor envelopes —
Enveloping multivariate means —
Envelope algorithms —
Envelope extensions —
Inner and scaled envelopes —
Connections and adaptations.


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