Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 67, No. 1 (2005), pp. 63-78 (16 pages) The literature on multivariate linear regression includes multivariate normal ...
Journal of the Royal Statistical Society. Series D (The Statistician), Vol. 33, No. 3 (Sep., 1984), pp. 283-293 (11 pages) We discuss the relationship between the ...