Exam (elaborations)
Semi-parametric Order-based Generalized Multivariate Regression
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1. Problem Setup In linear multivariate regression, we have the following model: y T i = x T i B + ǫ, i = 1, . . . , n, (1) where yi ∈ R q×1 is the response vector (q > 1), xi ∈ R p×1 is the predictor vector, B ∈ R p×q is the coefficient matrix, and ǫi ∈ R q×1 repre...
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