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stat.ME2025
Envelope-Guided Regularization for Improved Prediction in High-Dimensional Multivariate Regression
Tate Jacobson, Oh-Ran Kwon
Envelope methods perform dimension reduction of predictors or responses in multivariate regression, exploiting the relationship between them to improve estimation efficiency. While…
stat.ME2024
Enhanced Response Envelope via Envelope Regularization
Oh-Ran Kwon, Hui Zou
The response envelope model provides substantial efficiency gains over the standard multivariate linear regression by identifying the material part of the response to the model and…