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Shrinkage Estimation for Mean and Covariance MatricesMultivariate Linear Model and Group Invariance

Shrinkage Estimation for Mean and Covariance Matrices: Multivariate Linear Model and Group... [Multivariate linear model is a multivariate generalization for the dimension of response variable in traditional multiple linear regression model. This chapter provides some fundamental properties in terms of the multivariate linear model and the corresponding canonical form. The group invariance is also explained for shrinkage estimation in the multivariate linear model.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

Shrinkage Estimation for Mean and Covariance MatricesMultivariate Linear Model and Group Invariance

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Publisher
Springer Singapore
Copyright
© The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd. 2020
ISBN
978-981-15-1595-8
Pages
27 –33
DOI
10.1007/978-981-15-1596-5_4
Publisher site
See Chapter on Publisher Site

Abstract

[Multivariate linear model is a multivariate generalization for the dimension of response variable in traditional multiple linear regression model. This chapter provides some fundamental properties in terms of the multivariate linear model and the corresponding canonical form. The group invariance is also explained for shrinkage estimation in the multivariate linear model.]

Published: Apr 17, 2020

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