Guo, Wenxing and Balakrishnan, Narayanaswamy and Qin, Shanshan (2023) A modified partial envelope tensor response regression. Stat, 12 (1). e615. DOI https://doi.org/10.1002/sta4.615
Guo, Wenxing and Balakrishnan, Narayanaswamy and Qin, Shanshan (2023) A modified partial envelope tensor response regression. Stat, 12 (1). e615. DOI https://doi.org/10.1002/sta4.615
Guo, Wenxing and Balakrishnan, Narayanaswamy and Qin, Shanshan (2023) A modified partial envelope tensor response regression. Stat, 12 (1). e615. DOI https://doi.org/10.1002/sta4.615
Abstract
<jats:p>The envelope model is a useful statistical technique that can be applied to multivariate linear regression problems. It aims to remove immaterial information via sufficient dimension reduction techniques while still gaining efficiency and providing accurate parameter estimates. Recently, envelope tensor versions have been developed to extend this technique to tensor data. In this work, a partial tensor envelope model is proposed that allows for a parsimonious version of tensor response regression when only certain predictors are of interest. The consistency and asymptotic normality of the regression coefficients estimator are also established theoretically, which provides a rigorous foundation for the proposed method. In numerical studies using both simulated and real‐world data, the partial tensor envelope model is shown to outperform several existing methods in terms of the efficiency of the regression coefficients associated with the selected predictors.</jats:p>
Item Type: | Article |
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Uncontrolled Keywords: | dimension reduction; envelope model; sparsity principle; tensor regression |
Divisions: | Faculty of Science and Health Faculty of Science and Health > Mathematics, Statistics and Actuarial Science, School of |
SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
Depositing User: | Unnamed user with email elements@essex.ac.uk |
Date Deposited: | 25 Jan 2024 17:39 |
Last Modified: | 30 Oct 2024 12:18 |
URI: | http://repository.essex.ac.uk/id/eprint/37145 |
Available files
Filename: Stat - 2023 - Guo - A modified partial envelope tensor response regression.pdf