Matches in Harvard for { <http://id.lib.harvard.edu/aleph/007902772/catalog> ?p ?o. }
Showing items 1 to 25 of
25
with 100 items per page.
- catalog abstract "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. Each chapter contains developments of basic theoretical results as well as details on computational procedures and other practical matters, illustrated with numerical examples drawn from disciplines such as biochemistry, marketing, and finance. This book attempts to bring together, for the first time, the scope and range of the tool of multivariate reduced- rank regression, which has been in existence in varied forms for nearly fifty years. This book should appeal to both practitioners and researchers, who may deal with moderate and high-dimensional multivariate data. Because regression is one of the most popular statistical methods, the multivariate regression analysis tools described in this book should provide a natural way of looking at large data sets. This book can be ideally used for seminar-type courses taken by advanced graduate students in statistics, econometrics, business, and engineering. Gregory C. Reinsel is Professor of Statistics at the University of Wisconsin, Madison. He is a Fellow of the American Statistical Association. He is author of the book Elements of Multivariate Time Series Analysis, Second Edition, and coauthor, with G.E.P. Box and G.M. Jenkins, of the book Time Series Analysis: Forecasting and Control, Third Edition. Raja P. Velu is on the faculty of the School of Management at Syracuse".
- catalog contributor b10946274.
- catalog contributor b10946275.
- catalog created "1998.".
- catalog date "1998".
- catalog date "1998.".
- catalog dateCopyrighted "1998.".
- catalog description "Includes bibliographical references (p.[235]-250) and index.".
- catalog description "Multivariate linear regression -- Reduced rank regression model -- Reduced rank regression models with two sets of regressors -- Reduced rank model with autoregressive errors -- Multiple time series models -- Growth curve models -- Seemingly unrelated regression models -- Topics of future work.".
- catalog 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. Each chapter contains developments of basic theoretical results as well as details on computational procedures and other practical matters, illustrated with numerical examples drawn from disciplines such as biochemistry, marketing, and finance. This book attempts to bring together, for the first time, the scope and range of the tool of multivariate reduced- rank regression, which has been in existence in varied forms for nearly fifty years. This book should appeal to both practitioners and researchers, who may deal with moderate and high-dimensional multivariate data. Because regression is one of the most popular statistical methods, the multivariate regression analysis tools described in this book should provide a natural way of looking at large data sets. This book can be ideally used for seminar-type courses taken by advanced graduate students in statistics, econometrics, business, and engineering. Gregory C. Reinsel is Professor of Statistics at the University of Wisconsin, Madison. He is a Fellow of the American Statistical Association. He is author of the book Elements of Multivariate Time Series Analysis, Second Edition, and coauthor, with G.E.P. Box and G.M. Jenkins, of the book Time Series Analysis: Forecasting and Control, Third Edition. Raja P. Velu is on the faculty of the School of Management at Syracuse".
- catalog extent "xiii, 258 p. :".
- catalog identifier "0387986014 (softcover : alk. paper)".
- catalog isPartOf "Lecture notes in statistics (Springer-Verlag) ; v. 136.".
- catalog isPartOf "Lecture notes in statistics ; 136".
- catalog issued "1998".
- catalog issued "1998.".
- catalog language "eng".
- catalog publisher "New York : Springer,".
- catalog subject "519.5/36 21".
- catalog subject "QA278.2 .R45 1998".
- catalog subject "Regression analysis.".
- catalog subject "Statistics.".
- catalog tableOfContents "Multivariate linear regression -- Reduced rank regression model -- Reduced rank regression models with two sets of regressors -- Reduced rank model with autoregressive errors -- Multiple time series models -- Growth curve models -- Seemingly unrelated regression models -- Topics of future work.".
- catalog title "Multivariate reduced-rank regression : theory and applications / Gregory C. Reinsel, Raja P. Velu.".
- catalog type "text".