Multivariate Reduced-Rank Regression: Theory, Methods and Applications: 225 (Lecture Notes in Statistics, 225) - Image 1

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Springer Multivariate Reduced-Rank Regression: Theory, Methods and Applications: 225 (Lecture Notes in Statistics, 225)

Name: Multivariate Reduced-Rank Regression: Theory, Methods and Applications: 225 (Lecture Notes in Statistics, 225)
Brand: Springer
Price: 85.19 GBP
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Probability & Statistics

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Description

This book provides an account of multivariate reduced-rank regression, a tool of multivariate analysis that enjoys a broad array 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 new edition incorporates Big Data methodology and its applications, as well as high-dimensional reduced-rank regression, generalized reduced-rank regression with complex data, and sparse and low-rank regression methods. Each chapter contains developments of basic theoretical results, as well as details on computational procedures, illustrated with numerical examples drawn from disciplines such as biochemistry, genetics, marketing, and finance. This book is designed for advanced students, practitioners, and researchers, who may deal withmoderate and high-dimensional multivariate data. Because regression is one of the most popular statistical methods, the multivariate regression analysis tools described should provide a natural way of looking at large (both cross-sectional and chronological) data sets. This book can be assigned in seminar-type courses taken by advanced graduate students in statistics, machine learning, econometrics, business, and engineering.

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Multivariate Reduced-Rank Regression: Theory, Methods and Applications (Lecture Notes in Statistics, Volume 225)

Product type: ABIS_BOOK

Brand: Springer

Product Specifications

Brand: Springer
Format: Paperback
ASIN: 1071627910
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Probability & Statistics
Domain: Amazon UK
Release Date: 01 December 2022
Listed Since: 01 December 2022

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Springer Multivariate Reduced-Rank Regression: Theory, Methods and Applications: 225 (Lecture Notes in Statistics, 225)

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