Dimension reduction and coefficient estimation in multivariate linear regression
نویسندگان
چکیده
منابع مشابه
Dimension reduction and coefficient estimation in multivariate linear regression
We introduce a general formulation for dimension reduction and coefficient estimation in the multivariate linear model. We argue that many of the existing methods that are commonly used in practice can be formulated in this framework and have various restrictions. We continue to propose a new method that is more flexible and more generally applicable. The method proposed can be formulated as a ...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
سال: 2007
ISSN: 1369-7412,1467-9868
DOI: 10.1111/j.1467-9868.2007.00591.x