Multivariate reduced rank regression in non-Gaussian contexts, using copulas.
Andréas HeinenErick RengifoPublished in: Comput. Stat. Data Anal. (2008)
Keyphrases
- regression model
- dependence structure
- linear regression
- model selection
- factor analysis
- aggregation functions
- marginal distributions
- gaussian processes
- regression analysis
- locally weighted
- heavy tailed
- social context
- non stationary
- neural network
- multivariate regression
- highly ranked
- ridge regression
- regression algorithm
- regression methods
- statistical tests
- high dimensional data
- probability distribution
- support vector