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

Andréas Heinen; Erick Rengifo

doi:10.1016/j.csda.2007.08.012

Journal Articles Computational Statistics and Data Analysis Year : 2008

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

(1) , (2)

1
2

Andréas Heinen

Function : Author
PersonId : 754749
IdHAL : andreas-heinen

Théorie économique, modélisation et applications

Erick Rengifo

Function : Author

Fordham University [New York]

Domains

Humanities and Social Sciences

Andreas Heinen : Connect in order to contact the contributor

https://hal-cyu.archives-ouvertes.fr/hal-03677682

Submitted on : Tuesday, May 24, 2022-7:01:29 PM

Last modification on : Friday, March 24, 2023-2:53:27 PM

Dates and versions

hal-03677682 , version 1 (24-05-2022)

Identifiers

HAL Id : hal-03677682 , version 1
DOI : 10.1016/j.csda.2007.08.012

Cite

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⟩

Export

BibTeX TEI Dublin Core DC Terms EndNote Datacite

Collections

CNRS UNIV-CERGY CY-TECH-SM

9 View

0 Download

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

Domains

Dates and versions

Identifiers

Cite

Export

Collections

Altmetric

Share