Multivariate reduced-rank regression
theory and applications
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Author
Contributions
- Velu, Rajabather Palani. - Contributor
Publication
1998 - Springer, New York, New York (State)
Language
English
Description
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.
Subjects
Series Statement
- Lecture notes in statistics ;
Other Editions
- Multivariate reduced-rank regression: theory and applications
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