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

Written by the famend knowledgeable in the sphere, this textbook opinions the most important new developments in envelope fashions and strategies An Introduction to Envelopes: Dimension Reduction for Efficient Estimation in Multivariate Statistics (PDF) gives an overview of the idea and strategies of envelopes, a category of procedures for growing effectivity in multivariate analyses with out altering conventional targets. The creator gives a stability between foundations and methodology by combining illustrative examples that present how envelopes can be utilized in observe. He explains how to use envelopes to goal chosen coefficients and examines predictor envelopes and their reference to partial least squares regression. The ebook reveals the potential for envelope methodology to enhance the estimation of a multivariate imply. The textbook additionally has info on how envelopes can be utilized in generalized linear fashions, regressions with a matrix-valued response, and opinions work on sparse and Bayesian response envelopes. Moreover, the textbook explores relationships between envelopes and different dimension discount strategies, together with canonical correlations, diminished-rank regression, supervised singular worth decomposition, enough dimension discount, principal elements, and principal fitted elements. This necessary useful resource: • Offers a textbook written by the main knowledgeable in this area • Discusses the underlying arithmetic and linear algebra • Includes a web based companion web site with each R and Matlab help • Describes groundbreaking work that places the deal with this burgeoning space of examine • Covers the necessary new developments in the sphere and highlights crucial instructions Written for graduate college students and researchers in multivariate evaluation and dimension discount, and in addition practitioners in statistical methodology, An Introduction to Envelopes gives the primary ebook on the idea and strategies of envelopes. NOTE: The product contains the ebook, An Introduction to Envelopes in PDF. No access codes are included.