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Wed., Mar. 1
5:10 pm, FLO 100
Refreshments at 5:00 pm
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| This talk presents an introduction of a recent statistical concept called an envelope. An envelope has the potential to achieve substantial efficiency gains in multivariate analysis by identifying and accounting for immaterial information in the data. The efficiency gains are demonstrated both by theory and examples. Today the scope of envelopes is extended well beyond multivariate linear regression. An overview of recent developments in this area will be discussed. Applications of envelopes and their connection to other fields will also be mentioned. |