Model selection criteria for reduced rank multivariate time series: a simulation study (Q5219443)
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scientific article; zbMATH DE number 7179546
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| English | Model selection criteria for reduced rank multivariate time series: a simulation study |
scientific article; zbMATH DE number 7179546 |
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Model selection criteria for reduced rank multivariate time series: a simulation study (English)
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12 March 2020
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multivariate time series
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reduced rank model
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canonical analysis
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model selection criteria
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bootstrap
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cross-validation
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0.7586637139320374
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0.7556430101394653
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0.7475100159645081
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0.744558572769165
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0.7410762906074524
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