Aspects of multivariate regression

• Autores: Philipp J. Brown
• Localización: Trabajos de estadística e investigación operativa, ISSN 0041-0241, Vol. 31, Nº. 1, 1980, págs. 249-265
• Idioma: inglés
• Títulos paralelos:
  • Aspectos de la regresión multivariante
• Enlaces
  • Texto completo (pdf)
• Resumen

  • 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