Canonical correlation for principal components of time series
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Publication:2403411
DOI10.1007/s00180-016-0667-1zbMath1417.62259OpenAlexW2424333113MaRDI QIDQ2403411
Publication date: 8 September 2017
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-016-0667-1
Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Measures of association (correlation, canonical correlation, etc.) (62H20)
Uses Software
Cites Work
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