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Lecture Notes in Statistics

Multivariate Reduced-Rank Regression

Theory and Applications

Authors: Velu, Raja, Reinsel, Gregory C.

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  • ISBN 978-1-4757-2853-8
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Softcover 93,59 €
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  • ISBN 978-0-387-98601-2
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About this book

In the area of multivariate analysis, there are two broad themes that have emerged over time. The analysis typically involves exploring the variations in a set of interrelated variables or investigating the simultaneous relation­ ships between two or more sets of variables. In either case, the themes involve explicit modeling of the relationships or dimension-reduction of the sets of variables. The multivariate regression methodology and its variants are the preferred tools for the parametric modeling and descriptive tools such as principal components or canonical correlations are the tools used for addressing the dimension-reduction issues. Both act as complementary to each other and data analysts typically want to make use of these tools for a thorough analysis of multivariate data. A technique that combines the two broad themes in a natural fashion is the method of reduced-rank regres­ sion. This method starts with the classical multivariate regression model framework but recognizes the possibility for the reduction in the number of parameters through a restrietion on the rank of the regression coefficient matrix. This feature is attractive because regression methods, whether they are in the context of a single response variable or in the context of several response variables, are popular statistical tools. The technique of reduced­ rank regression and its encompassing features are the primary focus of this book. The book develops the method of reduced-rank regression starting from the classical multivariate linear regression model.

Table of contents (9 chapters)

Table of contents (9 chapters)

Buy this book

eBook 74,89 €
price for Spain (gross)
  • ISBN 978-1-4757-2853-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 93,59 €
price for Spain (gross)
  • ISBN 978-0-387-98601-2
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Multivariate Reduced-Rank Regression
Book Subtitle
Theory and Applications
Authors
Series Title
Lecture Notes in Statistics
Series Volume
136
Copyright
1998
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4757-2853-8
DOI
10.1007/978-1-4757-2853-8
Softcover ISBN
978-0-387-98601-2
Series ISSN
0930-0325
Edition Number
1
Number of Pages
XIII, 258
Topics