We discuss a class of chain graph models for categorical variables defined by what we call a multivariate regression chain graph Markov property. First, the set of local independencies of these models ...

One of the challenges with emulating the response of a multivariate function to its inputs is the quantity of data that must be assimilated, which is the product of the number of model evaluations and ...

Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...