Li, Chen-Yu; Hu, Yu-Pin Robustness comparison of the Peña-Box model and the factor model to extract useful predictors. (English) Zbl 1220.62079 Commun. Stat., Theory Methods 40, No. 9, 1633-1650 (2011). MSC: 62H25 62M20 65C60 62P20 91B82 × Cite Format Result Cite Review PDF Full Text: DOI
Hu, Yu-Pin Likelihood function and canonical correlation analysis of the Peña-Box model. (English) Zbl 1234.62094 Commun. Stat., Theory Methods 40, No. 8, 1453-1467 (2011). MSC: 62H25 62M10 62H20 62H15 65C60 62F03 × Cite Format Result Cite Review PDF Full Text: DOI