theory and applications
Edición de la obra Multivariate reduced-rank regression
| Autor | Gregory C. Reinsel |
|---|---|
| Editorial | Springer |
| Fecha de publicación | 1998 |
| Lugar | New York |
| Idioma | inglés |
| Páginas | 258 |
| ISBN-10 | 0387986014 |
| OCLC | 39485138 |
| LCCN | 98029393 |
| Serie | Lecture notes in statistics ; · 136 · Lecture notes in statistics (Springer-Verlag) ; |
| Número de Cutter |
R374m |
This book provides an account of the theory and applications of multivariate reduced-rank regression, a tool of multivariate analysis that recently has come into increased use in broad areas of applications. In addition to a historical review of the topic, its connection to other widely used statistical methods - such as multivariate analysis of variance (MANOVA), discriminant analysis, principal components, canonical correlation analysis, and errors-in-variables models - is also discussed. This book should appeal to both practitioners and researchers who may deal with moderate and high-dimensional multivariate data. This book can be ideally used for seminar-type courses taken by advanced graduate students in statistics, econometrics, business, and engineering.