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 ...

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 ...