Zehua Chen, Fitting Multivariate Regression Functions by Interaction Spline Models, Journal of the Royal Statistical Society. Series B (Methodological), Vol. 55, No. 2 (1993), pp. 473-491 ...
2. THE MULTIVARIATE MAT RN MODEL As noted, we discuss conditions on the multivariate Mat rn model that result in a valid specification for the cross-covariance functions in (4), ranging from a ...
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 ...
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