On multivariate linear regression shrinkage and reduced-rank procedures

被引：4

作者：

Reinsel, GC ^{[1
]}

机构：

[1] Univ Wisconsin, Dept Stat, Madison, WI 53706 USA

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1999年 / 81卷 / 02期

关键词：

canonical correlation analysis; multivariate regression; prediction mean square error; reduced rank; shrinkage;

D O I：

10.1016/S0378-3758(99)00016-6

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

An alternate derivation of the canonical analysis shrinkage prediction procedure of Breiman and Friedman (1997. J. Roy. Statist. Sec. B 59, 3-54) is presented for the multivariate linear model. It is based on consideration of prediction mean square error matrix, and bias of the squared sample canonical correlations. A modified procedure involving partial canonical correlation analysis is also introduced and discussed. (C) 1999 Elsevier Science B.V. All rights reserved.

引用

页码：311 / 321

页数：11

共 50 条

[41] A note on rank reduction in sparse multivariate regression [J].

Chen K. ;

Chan K.-S. .

Journal of Statistical Theory and Practice, 2016, 10 (1) :100-120

[42] Blind Reduced-Rank MMSE Detector for DS-CDMA Systems [J].

Xiaodong Cai ;

Hongya Ge ;

Ali N. Akansu .

EURASIP Journal on Advances in Signal Processing, 2002

[43] LCMV-Based Reduced-Rank Beamforming Algorithm With Enhanced Tracking Capability [J].

Zilli, Guilherme Martignago ;

Pitz, Ciro Andre ;

Ortiz Batista, Eduardo Luiz ;

Seara, Rui .

IEEE WIRELESS COMMUNICATIONS LETTERS, 2016, 5 (03) :328-331

[44] A Low Complexity Algorithm for DOA Estimation Based on Reduced-Rank Covariance Matrix [J].

Guo, Yuanming ;

Li, Wei ;

Shen, Junyuan ;

Xu, Xuezhen ;

Zhang, Jinjun ;

Zuo, Yanyan .

2014 IEEE INTERNATIONAL CONFERENCE ON SIGNAL PROCESSING, COMMUNICATIONS AND COMPUTING (ICSPCC), 2014, :61-64

[45] Reduced-rank mean estimation for projective-resampling informative predictor subspace [J].

Jang, Jeesun ;

Lee, Hakbae ;

Yoo, Jae Keun .

JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2025, 54 (02) :628-642

[46] An improved reduced-rank STAP interference suppression method in design of GNSS receivers [J].

GONG WenFei SUN Xin School of Electronics and Information EngineeringBeijing Jiaotong UniversityBeijing China .

Science China(Information Sciences), 2012, 55 (10) :2329-2342

[47] An OSIC based reduced-rank MIMO equalizer using conjugate gradient algorithm [J].

Ho, CL ;

Lin, GJ ;

Lee, TS .

IEICE TRANSACTIONS ON COMMUNICATIONS, 2003, E86B (09) :2656-2664

[48] An improved reduced-rank STAP interference suppression method in design of GNSS receivers [J].

Gong WenFei ;

Sun Xin .

SCIENCE CHINA-INFORMATION SCIENCES, 2012, 55 (10) :2329-2342

[49] BEAM COORDINATION VIA DIFFUSION REDUCED-RANK ADAPTATION OVER ARRAY NETWORKS [J].

Li, Jinghua ;

Xia, Wei .

28TH EUROPEAN SIGNAL PROCESSING CONFERENCE (EUSIPCO 2020), 2021, :1822-1826

[50] Input selection and shrinkage in multiresponse linear regression [J].

Simila, Timo ;

Tikka, Jarkko .

COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2007, 52 (01) :406-422

← 1 2 3 4 5 →