Canonical correlation analysis for elliptical copulas (Q2022547)
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scientific article; zbMATH DE number 7341255
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Canonical correlation analysis for elliptical copulas |
scientific article; zbMATH DE number 7341255 |
Statements
Canonical correlation analysis for elliptical copulas (English)
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29 April 2021
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canonical correlation analysis
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Kendall's tau
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resampling methods
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robust methods
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transelliptical distributions
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0.8935617
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0.88324815
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0.8796037
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0.8776273
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