Factor copula models for multivariate data (Q391802): Difference between revisions
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Latest revision as of 16:11, 9 December 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)
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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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