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 ...

Whenever you have a problem with more than two variables to sort out, multivariate analysis can offer you an answer. It's used in a variety of fields that require the examination of statistical data, ...