Recent interest in modeling multivariate responses for members of groups has emphasized the need for testing goodness of fit. Here we describe a way to test the covariance structure of a multivariate ...

Let X1,... ,Xn be a sequence of independent random vectors, such that the first k of this sequence, X1,... ,Xk have a common multivariate normal distribution $N_{p ...

MVT package contains a set of routines to perform estimation and inference under the multivariate t-distribution. These methods are a direct generalization of the multivariate inference under the ...

Abstract: In this paper, the data of CPI, money supply and total social retail goods from December 2019 to September 2020 are taken as samples, and the multivariate linear regression method is used to ...