Estimation and inference for dependence in multivariate data (Q2267587)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and inference for dependence in multivariate data |
scientific article |
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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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