The envelope model allows efficient estimation in multivariate linear regression. In this paper, we propose the sparse envelope model, which is motivated by applications where some response variables ...

Pingyan Chen, Tao Zhang, Soo Hak Sung, STRONG LAWS FOR RANDOMLY WEIGHTED SUMS OF RANDOM VARIABLES AND APPLICATIONS IN THE BOOTSTRAP AND RANDOM DESIGN REGRESSION, Statistica Sinica, Vol. 29, No. 4 ...