Robust Multivariate Regression

Robust Multivariate Regression

Bayesian Robust Multivariate Linear Regression With Incomplete Data

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On Segmented Multivariate Regression

This paper concerns segmented multivariate regression models, models which have different linear forms in different subdomains of the domain of an independent variable. Without knowing that number and their boundaries, we first estimate the number of these subdomains using a modified Schwarz criterion. The estimated number of regions proves to be weakly consistent under fairly general condition...

Multivariate Adaptive Regression Splines

Bayesian multivariate logistic regression.

Bayesian analyses of multivariate binary or categorical outcomes typically rely on probit or mixed effects logistic regression models that do not have a marginal logistic structure for the individual outcomes. In addition, difficulties arise when simple noninformative priors are chosen for the covariance parameters. Motivated by these problems, we propose a new type of multivariate logistic dis...