“…Let 0 < u ≤ r denotes the structural dimension of the envelope, where u can be selected using a modified information criterion such as modified BIC (Li and Zhang (2017)), model free dimension selection such as full Grassmanian (FG; Zhang and Mai, 2017) and the 1-D algorithm (Cook and Zhang, 2016) , or crossvalidation. More details can be found in (Zhang and Mai, 2017;Zhang, Wang, and Wu, 2018) and the references therein.…”