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

DOI10.1016/j.csda.2007.08.012zbMath1452.62068OpenAlexW2154496417MaRDI QIDQ1023624

Erick Rengifo, Andréas Heinen

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.08.012

zbMATH Keywords

principal component analysismultivariate statistical analysiscanonical correlationsmultivariate dispersion model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Generalized linear models (logistic models) (62J12)

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Cites Work

• Constraints on concordance measures in bivariate discrete data
• Analysis of variance
• An introduction to copulas. Properties and applications
• Multivariate dispersion models
• Reduced-rank vector generalized linear models
• Multivariate Dispersion Models Generated From Gaussian Copula
• Reduced rank proportional hazards model for competing risks
• Quantiles for Counts
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