The envelope model allows efficient estimation in multivariate linear regression. In this paper, we propose the sparse envelope model, which is motivated by applications where some response variables ...

Learn how to build a multivariate linear regression model step by step—no libraries, just pure C++ logic! Mary Trump issues warning on long-term impact of Donald Trump move I Built a 1500HP Big ...

Sayantee Jana, Narayanaswamy Balakrishnan, Jemila S. Hamid, Inference in the Growth Curve Model under Multivariate Skew Normal Distribution, Sankhyā: The Indian Journal of Statistics, Series B (2008-) ...

Advantages and Disadvantages of Multivariate Modeling The advantage of multivariate modeling is that it provides more detailed “what if” scenarios for decision-makers to consider. For example ...

This paper proposes a multivariate Markov model for simulating the dynamics of correlated credit ratings of multiple firms. Our model is based on the single index model in modern portfolio theory and ...