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Supervised dimension reduction for multivariate time series. (2017). Matilainen, M ; Croux, C ; Nordhausen, K ; Oja, H.
In: Econometrics and Statistics.
RePEc:eee:ecosta:v:4:y:2017:i:c:p:57-69.

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  1. On the usage of joint diagonalization in multivariate statistics. (2022). Ruiz-Gazen, Anne ; Nordhausen, Klaus.
    In: Post-Print.
    RePEc:hal:journl:hal-04296111.

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  2. On the usage of joint diagonalization in multivariate statistics. (2022). Ruiz-Gazen, Anne ; Nordhausen, Klaus.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:188:y:2022:i:c:s0047259x21001226.

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  3. On the usage of joint diagonalization in multivariate statistics. (2021). Ruiz-Gazen, Anne ; Nordhausen, Klaus.
    In: TSE Working Papers.
    RePEc:tse:wpaper:126185.

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References

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  11. Supervised dimension reduction for multivariate time series. (2017). Matilainen, M ; Croux, C ; Nordhausen, K ; Oja, H.
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