An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression.
Aaron J. MolstadGuangwei WengCharles R. DossAdam J. RothmanPublished in: J. Comput. Graph. Stat. (2021)
Keyphrases
- linear regression
- multivariate regression
- multivariate gaussian distribution
- least squares
- regression problems
- regression methods
- ridge regression
- locally weighted
- nonlinear regression
- kernel density estimators
- linear models
- linear regression model
- kernel regression
- regression trees
- covariance matrix
- regression method
- predictor variables
- loss bounds
- statistical tests
- regression model