Aspects of multivariate regression.
Trabajos de Estadística e Investigación Operativa (1980)
- Volume: 31, Issue: 1, page 249-265
- ISSN: 0041-0241
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topBrown, Philip J.. "Aspects of multivariate regression.." Trabajos de Estadística e Investigación Operativa 31.1 (1980): 249-265. <http://eudml.org/doc/40824>.
@article{Brown1980,
abstract = {Important features of multivariate linear regression are emphasised and a selection of prior distributions discussed. Priors used by Brown and Zidek (1978) lead them to a class of 'empirical' Bayes shrinkage estimates. The strength of shrinkage is examined with respect to an election forecasting example where observations obtain one after another.},
author = {Brown, Philip J.},
journal = {Trabajos de Estadística e Investigación Operativa},
keywords = {Análisis bayesiano; Regresión lineal; Distribuciones a priori; Predicción estadística},
language = {eng},
number = {1},
pages = {249-265},
title = {Aspects of multivariate regression.},
url = {http://eudml.org/doc/40824},
volume = {31},
year = {1980},
}
TY - JOUR
AU - Brown, Philip J.
TI - Aspects of multivariate regression.
JO - Trabajos de Estadística e Investigación Operativa
PY - 1980
VL - 31
IS - 1
SP - 249
EP - 265
AB - Important features of multivariate linear regression are emphasised and a selection of prior distributions discussed. Priors used by Brown and Zidek (1978) lead them to a class of 'empirical' Bayes shrinkage estimates. The strength of shrinkage is examined with respect to an election forecasting example where observations obtain one after another.
LA - eng
KW - Análisis bayesiano; Regresión lineal; Distribuciones a priori; Predicción estadística
UR - http://eudml.org/doc/40824
ER -
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