Dr. James McCaffrey presents a complete end-to-end demonstration of linear regression with two-way interactions between ...

We introduce a new sparse sliced inverse regression estimator called Cholesky matrix penalization, and its adaptive version, for achieving sparsity when estimating the dimensions of a central subspace ...

In a general normal regression model, this paper first derives the least upper bound (LUB) for the covariance matrix of a generalized least squares estimator (GLSE) relative to the covariance matrix ...