When Gaussian errors are inappropriate in a multivariate linear regression setting, it is often assumed that the errors are iid from a distribution that is a scale mixture of multivariate normals.

We propose a multivariate functional response low-rank regression model with possible high-dimensional functional responses and scalar covariates. By expanding the slope functions on a set of sieve ...

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 ...