Multivariate reduced-rank regression
Subtitle: theory and applications
By: Gregory C. Reinsel, Raja P. Velu.
Contributors: Velu, Rajabather Palani.
Series: Lecture notes in statistics ;; 136; Lecture notes in statistics (Springer-Verlag) ;; v. 136.
Publisher: Springer
Published: 1998
Place of publication: New York
Language: eng
Number of pages: 258
Subjects: Regression analysis.
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.

This book should appeal to both practitioners and researchers who may deal with moderate and high-dimensional multivariate data. This book can be ideally used for seminar-type courses taken by advanced graduate students in statistics, econometrics, business, and engineering.
Notes: Includes bibliographical references (p. [235]-250) and index.