Discover how multivariate models use multiple variables for investment forecasting, risk analysis, and decision-making in ...

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, ...

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 ...