Estimation and inference for dependence in multivariate data.

Olha Bodnar Taras Bodnar Arjun K. Gupta

Published in: J. Multivar. Anal. (2010)

Keyphrases

multivariate data
high dimensional
categorical data
principal components
parameter space
visualization methods
multivariate time series
low dimensional
original data
data sets
non stationary
random fields