On multivariate linear regression shrinkage and reduced-rank procedures (Q1125532)

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scientific article; zbMATH DE number 1375307
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    On multivariate linear regression shrinkage and reduced-rank procedures
    scientific article; zbMATH DE number 1375307

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      On multivariate linear regression shrinkage and reduced-rank procedures (English)
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      1999
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      Canonical correlation analysis
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      Multivariate regression
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      Prediction mean square error
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      Reduced rank
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      Shrinkage
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