Learn how to build a multivariate linear regression model step by step—no libraries, just pure C++ logic!

We incorporate a reduced-rank envelope in an elliptical multivariate linear regression to improve the efficiency of estimation. The reduced-rank envelope model takes advantage of both a reduced-rank ...

We consider both the uncapacitated and capacitated assortment problems under the so-called Multivariate MNL (MVMNL) model, which is one of the most popular multivariate choice models used in the ...