Statistical analysis of latent generalized correlation matrix estimation in transelliptical distribution
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Publication:502854
DOI10.3150/15-BEJ702zbMath1359.62186arXiv1305.6916OpenAlexW2524520044WikidataQ38880811 ScholiaQ38880811MaRDI QIDQ502854
Publication date: 11 January 2017
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1305.6916
Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)
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