Multivariate regression analysis and canonical variates
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Bayesian regressioncanonical correlationcanonical variatesFICYREGJames-Stein estimatorleast squares estimatorminimax rulesOREGquadratic loss functionridge regression
Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites work
- A family of minimax estimators in some multiple regression problems
- Adaptive multivariate ridge regression
- Deriving unbiased risk estimators of multinormal mean and regression coefficient estimators using zonal polynomials
- Empirical Bayes on vector observations: An extension of Stein's method
- Estimation with quadratic loss.
- Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
Cited in
(9)- On multivariate linear regression shrinkage and reduced-rank procedures
- Bayesian inference of a multivariate regression model
- Multi-target regression via input space expansion: treating targets as inputs
- Testing independence between two spatial random fields
- Multi-target prediction: a unifying view on problems and methods
- Multi-output learning via spectral filtering
- On label dependence and loss minimization in multi-label classification
- Predicting Multivariate Response in Linear Regression Model
- Regularized spatial maximum covariance analysis
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