Wavelets-based estimation of nonlinear canonical analysis

DOI10.3103/S1066530712030039MaRDI QIDQ1933355zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 23 January 2013

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1066530712030039

zbMATH Keywords

waveletsestimationnonlinear canonical analysis

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

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• Modeling volatility persistence of speculative returns: a new approach
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• Nonlinear canonical analysis and independence tests
• Remarks on functional canonical variates, alternating least squares methods and ACE

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