Pages that link to "Item:Q1301588"

The following pages link to Asymptotic theory for canonical correlation analysis (Q1301588):

Displaying 38 items.

• A long-run pure variance common features model for the common volatilities of the Dow Jones (Q291621) (← links)
• The convergence of the empirical distribution of canonical correlation coefficients (Q456213) (← links)
• Minimax estimation in sparse canonical correlation analysis (Q888508) (← links)
• Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality (Q904059) (← links)
• Canonical correlation analysis for the vector AR(1) model with ARCH innovations (Q928916) (← links)
• Canonical correlation for stochastic processes (Q947155) (← links)
• High-dimensional asymptotic expansions for the distributions of canonical correlations (Q958920) (← links)
• Asymptotic distributions in the projection pursuit based canonical correlation analysis (Q963707) (← links)
• General canonical correlations with applications to group symmetry models (Q972888) (← links)
• Asymptotic distribution of the increase of the largest canonical correlation when one of the vectors is augmented (Q1074274) (← links)
• Rank estimation in reduced-rank regression (Q1414609) (← links)
• Asymptotic distribution of the reduced rank regression estimator under general conditions (Q1568263) (← links)
• Asymptotic theory of multiple-set linear canonical analysis (Q1695547) (← links)
• Linear relative canonical analysis of Euclidean random variables, asymptotic study and some applications (Q1768128) (← links)
• Asymptotic theory for common principal component analysis (Q1819503) (← links)
• Canonical correlation analysis and reduced rank regression in autoregressive models (Q1848968) (← links)
• Affine equivariant multivariate rank methods (Q1874097) (← links)
• Asymptotic distribution of restricted canonical correlations and relevant resampling methods (Q1907829) (← links)
• Asymptotic properties of canonical correlation analysis for one group with additional observa\-tions (Q1931875) (← links)
• Canonical correlation analysis for elliptical copulas (Q2022547) (← links)
• Some asymptotic properties for functional canonical correlation analysis (Q2250692) (← links)
• Subspace perspective on canonical correlation analysis: dimension reduction and minimax rates (Q2278668) (← links)
• Tests of zero correlation using modified RV coefficient for high-dimensional vectors (Q2321773) (← links)
• Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality (Q2474240) (← links)
• Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example (Q2489494) (← links)
• Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices (Q2489759) (← links)
• The asymptotic distribution of canonical correlations and vectors in higher-order cointegrated models (Q2717796) (← links)
• Asymptotic study of canonical analysis (Q2724865) (← links)
• The efficiency of the asymptotic expansion of the distribution of the canonical vector under nonnormality (Q2919550) (← links)
• Distributions and the Bootstrap Method of Some Statistics in Principal Canonical Correlation Analysis (Q3542427) (← links)
• The likelihood-ratio test for rank in bivariate canonical correlation analysis (Q4267781) (← links)
• The asymptotic distribution of canonical correlations and variates in cointegrated models (Q4488643) (← links)
• Modelling comovements of economic time series: a selective survey (Q5148510) (← links)
• (Q5214264) (← links)
• THE STATISTICAL SIGNIFICANCE OF CANONICAL CORRELATIONS (Q5841815) (← links)
• Aspects of robust canonical correlation analysis, principal components and association (Q6075570) (← links)
• Some correlation tests for vectors of large dimension (Q6106184) (← links)
• Generalized Covariance Estimator (Q6190741) (← links)