Canonical correlation analysis for elliptical copulas
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Publication:2022547
DOI10.1016/j.jmva.2020.104715zbMath1464.62311OpenAlexW3118073979MaRDI QIDQ2022547
Benjamin W. Langworthy, John H. Gilmore, Rebecca L. Stephens, Jason P. Fine
Publication date: 29 April 2021
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2020.104715
canonical correlation analysisKendall's tauresampling methodsrobust methodstranselliptical distributions
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to psychology (62P15)
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