BOOK-CHAPTER

Reduced-Rank Regression Model With Autoregressive Errors

Gregory C. ReinselRaja P. Velu

Year: 1998 Lecture notes in statistics Pages: 93-111   Publisher: Springer Nature
Keywords:
Mathematics Autoregressive model Rank (graph theory) Linear regression Statistics Series (stratigraphy) Independence (probability theory) Regression analysis Matrix (chemical analysis) Applied mathematics Regression Coefficient matrix Proper linear model Data Matrix Multivariate statistics Econometrics Bayesian multivariate linear regression Combinatorics

Metrics

0
Cited By
0.00
FWCI (Field Weighted Citation Impact)
0
Refs
0.12
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Topics

Spectroscopy and Chemometric Analyses
Physical Sciences →  Chemistry →  Analytical Chemistry

Related Documents

BOOK-CHAPTER

Reduced-Rank Regression Model With Autoregressive Errors

Gregory C. ReinselRaja P. VeluKun Chen

Lecture notes in statistics Year: 2022 Pages: 113-133
JOURNAL ARTICLE

Reduced rank regression with autoregressive errors

Raja P. VeluGregory C. Reinsel

Journal:   Journal of Econometrics Year: 1987 Vol: 35 (2-3)Pages: 317-335
BOOK-CHAPTER

Reduced-Rank Regression Model

Gregory C. ReinselRaja P. VeluKun Chen

Lecture notes in statistics Year: 2022 Pages: 19-73
BOOK-CHAPTER

Reduced-Rank Regression Model

Gregory C. ReinselRaja P. Velu

Lecture notes in statistics Year: 1998 Pages: 15-55
JOURNAL ARTICLE

Reduced-Rank Envelope Vector Autoregressive Model

S. Yaser SamadiH. M. Wiranthe B. Herath

Journal:   Journal of Business and Economic Statistics Year: 2023 Vol: 42 (3)Pages: 918-932
© 2026 ScienceGate Book Chapters — All rights reserved.