Multivariate reduced rank regression in non-Gaussian contexts, using copulas
Year of publication: |
2004-05
|
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Authors: | HEINEN, Andréas ; RENGIFO, Erick |
Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
Subject: | multivariate dispersion model | multivariate statistical analysis | canonical correlations | principal component analsysis |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series UNIVERSITE CATHOLIQUE DE LOUVAIN, Center for Operations Research and Econometrics (CORE) Number 2004032 |
Classification: | C35 - Discrete Regression and Qualitative Choice Models ; C39 - Econometric Methods: Multiple/Simultaneous Equation Models. Other |
Source: |
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