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

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 ...

We consider likelihood-based inference from multivariate regression models with independent Student-t errors with unknown degrees of freedom. Some pitfalls are revealed of both Bayesian and maximum ...