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.

This is a preview. Log in through your library . Abstract Simultaneous procedures for variable selection in multiple linear regression have recently been given by Aitkin. One of these procedures, ...

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 ...