We study the time-reversibility of multivariate linear processes, introducing a necessary and sufficient condition related to linear transforms of the multivariate linear process. Conditions analogous ...
The notion of Bahadur efficiency is used to compare multivariate linear hypothesis tests based on six criteria: (1) Roy's largest root, (2) the likelihood ratio test, (3) the Lawley-Hotelling trace, ...
This paper considers the problem of jointly decomposing a set of time series variables into cyclical and trend components, subject to sets of stochastic linear restrictions among these cyclical and ...
Researchers at the University of California, Los Angeles (UCLA) have developed an optical computing framework that performs ...
Learn how to build a multivariate linear regression model step by step—no libraries, just pure C++ logic! Mary Trump issues warning on long-term impact of Donald Trump move I Built a 1500HP Big Block ...