Reduced Rank Regression (e-bog) af Schmidli, Heinz
Schmidli, Heinz (forfatter)

Reduced Rank Regression e-bog

875,33 DKK (inkl. moms 1094,16 DKK)
Reduced rank regression is widely used in statistics to model multivariate data. In this monograph, theoretical and data analytical approaches are developed for the application of reduced rank regression in multivariate prediction problems. For the first time, both classical and Bayesian inference is discussed, using recently proposed procedures such as the ECM-algorithm and the Gibbs sampler. ...
E-bog 875,33 DKK
Forfattere Schmidli, Heinz (forfatter)
Forlag Physica
Udgivet 13 marts 2013
Genrer Economics, Finance, Business and Management
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9783642500152
Reduced rank regression is widely used in statistics to model multivariate data. In this monograph, theoretical and data analytical approaches are developed for the application of reduced rank regression in multivariate prediction problems. For the first time, both classical and Bayesian inference is discussed, using recently proposed procedures such as the ECM-algorithm and the Gibbs sampler. All methods are motivated and illustrated by examples taken from the area of quantitative structure-activity relationships (QSAR).