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.