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 ...

Time varying correlations are often estimated with multivariate generalized autoregressive conditional heteroskedasticity (GARCH) models that are linear in squares and cross products of the data. A ...

Multiple regression, or multiple linear regression, is the most widely used multivariate technique and is often used in forecasting. It's something you can do yourself using Microsoft Excel's ...