Reduced-Rank Regression Model With Autoregressive Errors

Gregory C. Reinsel; Raja P. Velu

doi:10.1007/978-1-4757-2853-8_4

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Reduced-Rank Regression Model With Autoregressive Errors

Gregory C. Reinsel Raja P. Velu

Year: 1998 Lecture notes in statistics Pages: 93-111 Publisher: Springer Nature

DOI: 10.1007/978-1-4757-2853-8_4

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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

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Physical Sciences → Chemistry → Analytical Chemistry

Reduced-Rank Regression Model With Autoregressive Errors

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