We will discuss a new approach to estimation in the classical multivariate linear model that yields estimators of the coefficient matrix with the potential to be substantially less variable asymptotically than the standard estimators. The new approach arises by recognizing that the response vector may contain information that is immaterial to the purpose of estimating the coefficients, but can still introduce substantial extraneous variation into estimation. This idea leads to a general construct -- an envelope -- for removing the immaterial information and effectively reducing the dimension of the parameter space. Emphasis will be placed on the fundamental concepts and their potential impact on data analysis. Recent work in the area will be described.
2012 Bradley Lecture
Schedule of Events: Friday, April 13, 2012 Hotel Indigo, Rialto Room 4:30pm to 5:30pm – Bradley Lecture by Professor Dennis Cook 5:30pm – Happy Hour 6:00pm – Dinner and after-dinner talk Saturday, April 14, 2012 11:00am to 3:00pm – Bradley Spring Picnic at Memorial Park, Shelter # 1