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Multivariate reduced rank regression in non-Gaussian contexts, using copulas

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https://hal-cyu.archives-ouvertes.fr/hal-03677682
Contributor : Andreas Heinen Connect in order to contact the contributor
Submitted on : Tuesday, May 24, 2022 - 7:01:29 PM
Last modification on : Friday, August 5, 2022 - 2:46:00 PM

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Andréas Heinen, Erick Rengifo. Multivariate reduced rank regression in non-Gaussian contexts, using copulas. Computational Statistics and Data Analysis, 2008, 52 (6), pp.2931-2944. ⟨10.1016/j.csda.2007.08.012⟩. ⟨hal-03677682⟩

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