Fast inference methods for high-dimensional factor copulas (Q2097684): Difference between revisions

@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+High dimensional dynamic stochastic copula models
@@ Property / cites work: High dimensional dynamic stochastic copula models / rank @@
+Normal rank
@@ Property / cites work @@
+Q3870155
@@ Property / cites work: Q3870155 / rank @@
+Normal rank
@@ Property / cites work @@
+Factor copula models for multivariate data
@@ Property / cites work: Factor copula models for multivariate data / rank @@
+Normal rank
@@ Property / cites work @@
+Structured factor copula models: theory, inference and computation
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+Variational inference for high dimensional structured factor copulas
+Normal rank
@@ Property / cites work @@
+Simulated Method of Moments Estimation for Copula-Based Multivariate Models
+Normal rank
@@ Property / cites work @@
+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Forecasting Using Principal Components From a Large Number of Predictors
+Normal rank
@@ Property / cites work @@
+Bayesian Inference for the One-Factor Copula Model
+Normal rank
@@ Property / cites work @@
+Analysis of Financial Time Series
@@ Property / cites work: Analysis of Financial Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Q5689624
@@ Property / cites work: Q5689624 / rank @@
+Normal rank