Multivariate Reduced-Rank Regression: Theory and Applications (Lecture Notes in Statistics) Book + PRICE WATCH * Amazon pricing is not included in price watch

Multivariate Reduced-Rank Regression: Theory and Applications (Lecture Notes in Statistics) Book

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, read more...
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