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, ...

In this paper, the constrained M-estimation of the regression coefficients and scatter parameters in a multivariate linear regression model is considered. Robustness and asymptotic behavior are ...

1. Aspects of multivariate analysis -- 2. Matrix algebra and random vectors -- 3. Sample geometry and random sampling -- 4. The multivariate normal distribution -- 5. Inferences about a mean vector -- ...