Multivariate Reduced Rank Regression is popular PDF and ePub book, written by Gregory C. Reinsel in 2022-11-30, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Multivariate Reduced Rank Regression can be Read Online from any device for your convenience.
Multivariate Reduced Rank Regression Book PDF Summary
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 with moderate 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.
Detail Book of Multivariate Reduced Rank Regression PDF
- Author : Gregory C. Reinsel
- Release : 30 November 2022
- Publisher : Springer Nature
- ISBN : 9781071627938
- Genre : Mathematics
- Total Page : 420 pages
- Language : English
- PDF File Size : 16,7 Mb
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