Multivariate prediction using softly shrunk reduced-rank regression

American Statistician

Volumn 54, Issue 1, 2000, Pages 29-34

  Aldrin, Magne ^a  

^a NORWEGIAN COMPUTING CENTER   (Norway)

Author keywords

Missing observations; Multivariate regression; Principal components regression; Ridge regression

Indexed keywords

EID: 0034383789     PISSN: 00031305     EISSN: 15372731     Source Type: Journal    
DOI: 10.1080/00031305.2000.10474504     Document Type: Article

References (11)

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