Canonical correlation analysis for elliptical copulas
Benjamin Langworthy, Rebecca Stephens, John H. Gilmore, Jason P. Fine
Topics & Concepts
MathematicsCanonical correlationCopula (linguistics)EstimatorElliptical distributionAsymptotic distributionStatisticsGaussianPairwise comparisonMarginal distributionApplied mathematicsMultivariate normal distributionEconometricsRandom variableMultivariate statisticsQuantum mechanicsPhysicsAdvanced Statistical Methods and ModelsStatistical Methods and Bayesian InferenceBayesian Methods and Mixture Models