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

The multivariate t distribution and other normal/independent multivariate distributions, such as the multivariate slash distribution and the multivariate contaminated distribution, are used for robust ...

A multivariate subset (or 'partially') reduced-rank regression model is considered as an extension of the usual multivariate reduced-rank model. In the model, the reduced-rank coefficient structure is ...