Tree-Growing for the Multivariate Model: The RECPAM Approach
The RECPAM approach is applied to the multivariate normal model. Tree-structured predictors are built for the multivariate mean, the correlation matrix and regression coefficients representing a treatment-outcome relationship. Several cases of special interest are discussed.
KeywordsRegression Tree Nuisance Parameter Multivariate Normal Distribution RECursive Partition Admissibility Condition
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