A multivariate normal statistical model defined by the Markov properties determined by an acyclic digraph admits a recursive factorization of its likelihood function (LF) into the product of conditional LFs, each factor having the form of a classical multivariate linear regression model (≡ MANOVA model). Here these models are extended in a natural way to normal linear regression models whose LF...

Multivariate multiple linear regression (MMLR), which occurs in a number of practical applications, generalizes traditional least squares (multivariate regression) to right-hand sides. We extend recent MLR analyses sketched MMLR general Schatten p-norms by interpreting the problem as multiplicative perturbation. Our work represents an extension Maher's results on p-norms. derive expressions for...