Multivariate reduced rank regression in non-Gaussian contexts, using copulas
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Publication:1023624
DOI10.1016/j.csda.2007.08.012zbMath1452.62068OpenAlexW2154496417MaRDI QIDQ1023624
Publication date: 12 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2007.08.012
principal component analysismultivariate statistical analysiscanonical correlationsmultivariate dispersion model
Computational methods for problems pertaining to statistics (62-08) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Generalized linear models (logistic models) (62J12)
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Cites Work
- Constraints on concordance measures in bivariate discrete data
- Analysis of variance
- An introduction to copulas. Properties and applications
- Multivariate dispersion models
- Reduced-rank vector generalized linear models
- Multivariate Dispersion Models Generated From Gaussian Copula
- Reduced rank proportional hazards model for competing risks
- Quantiles for Counts
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