Affine equivariant multivariate rank methods

DOI10.1016/S0378-3758(02)00469-XzbMath1011.62053WikidataQ110033170 ScholiaQ110033170MaRDI QIDQ1874097

Visa Koivunen, Hannu Oja, Esa Ollila, Jyrki Möttönen, Samuli Visuri

Publication date: 22 May 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

multivariate regressioncanonical correlationsprincipal components analysismultivariate analysis of variancerank covariance matrix

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Analysis of variance and covariance (ANOVA) (62J10)

Related Items

The \(k\)-step spatial sign covariance matrix, A scatter matrix estimate based on the zonotope, Rank covariance matrix estimation of a partially known covariance matrix, Inference on the shape of elliptical distributions based on the MCD, Canonical correlation analysis for elliptical copulas, Positions and QQ plots, Asymptotic linearity of serial and nonserial multivariate signed rank statistics

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