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Sliced average variance estimation for multivariate time series |
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| Authors: | M Matilainen C Croux K Nordhausen H Oja |
| Institution: | 1. Department of Mathematics and Statistics, University of Turku, Turku, Finland;2. Turku PET Centre, Turku, Finland;3. EDHEC Business School, Lille, France;4. Institute of Statistics &5. Mathematical Methods in Economics, Vienna University of Technology, Wien, Austria |
| Abstract: | |
| Keywords: | Blind source separation supervised dimension reduction prediction |