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Envelope Model for Function-on-Function Linear Regression

Published in Journal of Computational and Graphical Statistics • Jan 4, 2023
NobleIDNI6P04W38R88S30
Authors:
Zhihua Su
,
Bing Li
,
Dennis Cook

Abstract

The envelope model is a recently developed methodology for multivariate analysis that enhances estimation accuracy by exploiting the relation between the mean and eigenstructure of the covariance matrix. We extend the envelope model to function-on-function linear regression, where the response and t...

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