In this short course we will cover how to analyze simple and multiple linear regression models. You will learn concepts in linear regression such as: 1) How to use the F-test to determine if your ...

Vector time series data are widely met in practice. In this paper we propose a multivariate functional-coefficient regression model with heteroscedasticity for modelling such data. A local linear ...

Multivariate regression model is a natural generalization of the classical univariate regression model for fitting multiple responses. In this paper, we propose a high-dimensional multivariate ...