Canonical correlation analysis and reduced rank regression in autoregressive models

Annals of Statistics

Volumn 30, Issue 4, 2002, Pages 1134-1154

  Anderson, T W ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

Asymptotic distributions; Canonical correlations and vectors; Eigenvalues and eigenvectors

Indexed keywords

EID: 0036387406     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1031689020     Document Type: Article

References (15)

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