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Likelihood-based Inference for Multivariate Regression Models using Synthetic Data

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Figure 2.1: Smothed Empiricaldistributionsandcut-o ff points (γ =0.05) of T 1 • , T 2 • , T 3 • and T 4 • for ρ =0.2,0.4,0.6,0.8.
Figure 3.1: Smoothed empiricaldistributionsandcut-o ff points (γ =0.05) of T 1 ∗ , T 2 ∗ , T 3 ∗ and T 4 ∗ for ρ =0.2,0.4,0.6,0.8.
Table 3.1: Cut-o ff points of the 95% confidence set for the regression coe ffi cients matrix B.
Table 4.1: Estimated coverage probability for vec(B), B and AB under PPS.
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