8 citations · 19 across the 15 of their papers we have counts for
Showing 2015 · stat.MEShow all
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stat.ME2015
Sparse cointegration
Ines Wilms, Christophe Croux
Cointegration analysis is used to estimate the long-run equilibrium relations between several time series. The coefficients of these long-run equilibrium relations are the cointegr…
stat.ME2015
Robust Sparse Canonical Correlation Analysis
Ines Wilms, Christophe Croux
Canonical correlation analysis (CCA) is a multivariate statistical method which describes the associations between two sets of variables. The objective is to find linear combinatio…
stat.ME2015
Sparse canonical correlation analysis from a predictive point of view
Ines Wilms, Christophe Croux
Canonical correlation analysis (CCA) describes the associations between two sets of variables by maximizing the correlation between linear combinations of the variables in each dat…