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Property / DOI: 10.1016/j.jmva.2009.11.005 / rank
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Property / author: Arjun K. Gupta / rank
 
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Property / OpenAlex ID: W2058760223 / rank
 
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Latest revision as of 18:04, 17 December 2024

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Estimation and inference for dependence in multivariate data
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    Estimation and inference for dependence in multivariate data (English)
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    1 March 2010
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    multivariate non-normal distribution
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    multivariate copula
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    Gaussian copula
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    correlation matrix
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    estimation and inference procedure
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    pseudo-maximum likelihood method
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    test of independence
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    canonical correlations
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