Multivariate reduced-rank regression...
Reinsel, Gregory C.

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  • Multivariate reduced-rank regression = theory, methods and applications /
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Multivariate reduced-rank regression/ by Gregory C. Reinsel, Raja P. Velu, Kun Chen.
    其他題名: theory, methods and applications /
    作者: Reinsel, Gregory C.
    其他作者: Velu, Rajabather Palani.
    出版者: New York, NY :Springer New York : : 2022.,
    面頁冊數: xxi, 411 p. :ill., digital ;24 cm.
    內容註: 1. Multivariate Linear Regression -- 2. Reduced-Rank Regression Model -- 3. Reduced-Rank Regression Models with Two Sets of Regressors -- 4. Reduced-Rank Regression Model with Autoregressive Errors -- 5. Multiple Time Series Modeling with Reduced Ranks -- 6. The Growth Curve Model and Reduced-Rank Regression Methods -- 7. Seemingly Unrelated Regression Models with Reduced Ranks -- 8. Applications of Reduced-Rank Regression in Financial Economics -- 9. High-Dimensional Reduced-Rank Regression -- 10. Generalized Reduced-Rank Regression with Complex Data -- 11. Sparse and Low-Rank Regression. 12. Alternate Procedures for Analysis of Multivariate Regression Models.
    Contained By: Springer Nature eBook
    標題: Regression analysis. -
    電子資源: https://doi.org/10.1007/978-1-0716-2793-8
    ISBN: 9781071627938
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