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 and students of applied statistics and the social and behavioral sciences will find this book indispensable for understanding both general linear model theory and application. The model is ...

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 ...