Factor copula models for multivariate data (Q391802): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factor copula models for multivariate data |
scientific article |
Statements
Factor copula models for multivariate data (English)
0 references
13 January 2014
0 references
conditional independence
0 references
factor analysis
0 references
pair-copula construction
0 references
partial correlations
0 references
tail dependence
0 references
tail asymmetry
0 references
truncated vines
0 references
