A new multivariate concept of quantile, based on a directional version of Koenker and Bassett's traditional regression quantiles, is introduced for multivariate location and multiple-output regression ...

This is a preview. Log in through your library . Abstract A test for the arbitrage pricing theory which employs a multivariate linear regression model is developed. Given a sample of return premiums ...

Acquire an understanding of the concepts surrounding 'collinearity'. Appreciate the indications and symptoms of collinearity in multivariable regression. Become aware of the available diagnostic tools ...