Canonical correlation analysis and reduced rank regression in autoregressive models
type: Item
instance of: scholarly article
title: Canonical correlation analysis and reduced rank regression in autoregressive models
zbMATH Open document ID: 1029.62053
author: T. W. Anderson
published in: The Annals of Statistics
publication date: 2002-11-14T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.aos/1031689020
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62H10
zbMATH DE Number: 1829112
zbMATH Keywords: Canonical correlations and vectors
zbMATH Keywords: eigenvalues and eigenvectors
zbMATH Keywords: asymptotic distributions
MaRDI profile type: Publication
OpenAlex ID: W1963799935
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DOI: 10.1214/AOS/1031689020
description: scientific article; zbMATH DE number 1829112