A note on fast envelope estimation
نویسندگان
چکیده
4 We propose a new algorithm for envelope estimation, along with a new √ n5 consistent method for computing starting values. The new algorithm, which does not 6 require optimization over a Grassmannian, is shown by simulation to be much faster 7 and typically more accurate than the best existing algorithm proposed by Cook and 8 Zhang [7]. 9
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عنوان ژورنال:
- J. Multivariate Analysis
دوره 150 شماره
صفحات -
تاریخ انتشار 2016