Want to understand how multivariate linear regression really works under the hood? In this video, we build it from scratch in C++—no machine learning libraries, just raw code and linear algebra. Ideal ...
In this paper, the constrained M-estimation of the regression coefficients and scatter parameters in a multivariate linear regression model is considered. Robustness and asymptotic behavior are ...
The main purpose of this paper is to clarify relations and distinctions between several approaches suggested in the statistical literature for analysing structures in correlation matrices, i.e. of ...