NEW PARSIMONIOUS MULTIVARIATE SPATIAL MODEL: SPATIAL ENVELOPE

Rekabdarkolaee, HMRM; Wang, Q; Naji, Z; Fuentes, M

Rekabdarkolaee, HMRM (corresponding author), South Dakota State Univ, Dept Math & Stat, Brookings, SD 57007 USA.

STATISTICA SINICA, 2020; 30 (3): 1583

Abstract

Dimension reduction provides a useful tool for analyzing high-dimensional data. The recently developed envelope method is a parsimonious version of th......

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