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
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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