Rejoinder of “Envelope Models for Parsimonious and Efficient Multivariate Linear Regression”

Authors

Cook, R. D., Li, B., Chiaromonte, F. and Su, Z.

Journal

Statistica Sinica (2010), Vol. 20, 999-1010.

Abstract

We are grateful to the discussants for their encouraging reactions. We found their comments to be stimulating, many pointing to fresh directions that suggest envelopes may indeed have a place in the future of multivariate analysis. It was not possible to respond usefully to all of the discussants’ comments, and so we focused our discussion on common themes.

Software

MATLAB package LDR (Cook, Forzani and Tomassi, 2011).

Download

The .pdf file of the article is available for download.