Multivariate regression analysis and canonical variates

DOI10.2307/3314667zbMath0499.62057OpenAlexW2049038150MaRDI QIDQ3965431

James V. Zidek, Abrie J. van der Merwe

Publication date: 1980

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314667

zbMATH Keywords

James-Stein estimatorridge regressionleast squares estimatorcanonical correlationBayesian regressionquadratic loss functioncanonical variatesminimax rulesFICYREGOREG

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)

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Cites Work

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