Factor copula models for multivariate data (Q391802): Difference between revisions
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Property / zbMATH DE Number: 6244506 / rank | |||
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conditional independence | |||
Property / zbMATH Keywords: conditional independence / rank | |||
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factor analysis | |||
Property / zbMATH Keywords: factor analysis / rank | |||
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pair-copula construction | |||
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partial correlations | |||
Property / zbMATH Keywords: partial correlations / rank | |||
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tail dependence | |||
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tail asymmetry | |||
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truncated vines | |||
Property / zbMATH Keywords: truncated vines / rank | |||
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Property / Wikidata QID: Q56865728 / rank | |||
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Property / describes a project that uses: VineCopula / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/j.jmva.2013.05.001 / rank | |||
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Latest revision as of 02:38, 20 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Factor copula models for multivariate data |
scientific article |
Statements
Factor copula models for multivariate data (English)
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13 January 2014
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conditional independence
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factor analysis
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pair-copula construction
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partial correlations
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tail dependence
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tail asymmetry
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truncated vines
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