Dimension reduction and coefficient estimation in multivariate linear regression

Mathematics

• Dimension Reduction 58%
• Linear regression 50%
• Multivariate Linear Model 36%
• Penalized Least Squares 34%
• Coefficient 25%
• Penalty 24%
• Generalized Cross-validation 17%
• Factor Models 16%
• Coefficient Estimates 15%
• Parameter Tuning 15%
• Least Squares Estimate 15%
• Shrinkage 14%
• Nonparametric Model 14%
• Econometrics 14%
• Sparsity 13%
• Singular Values 13%
• Continue 11%
• Restriction 8%
• Formulation 8%
• Simulation 8%
• Norm 7%
• Demonstrate 7%
• Performance 7%
• Framework 7%

Business & Economics

• Dimension Reduction 100%
• Linear Regression 53%
• Coefficients 38%
• Least Squares 27%
• Penalty 23%
• Cross-validation 20%
• Financial Econometrics 18%
• Shrinkage 17%
• Matrix 11%
• Simulation 8%
• Performance 4%