Rejoinder of "Envelope Models for Parsimonious and Efficient Multivariate Linear Regression"

Cook, R. D., Li, B., Chiaromonte, F. and Su, Z.

Statistica Sinica (2010), Vol. 20, 999-1010.

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.


MATLAB package LDR (Cook, Forzani and Tomassi, 2011).
The .pdf file of the article is available for download.