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Multivariate reduced rank regression in non-Gaussian contexts, using copulas

Andréas Heinen and Erick Rengifo
Year of publication:
2004
Authors: Heinen, Andréas ; Rengifo, Erick W.
Publisher: Louvain-la-Neuve : CORE
Subject: Theorie | Theory | Multiple Regression | Multiple regression | Multivariate Verteilung | Multivariate distribution
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