Factor copula models for multivariate data (Q391802): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / author | |||
Property / author: Joe, Harry / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62H25 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62H20 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62G32 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62P05 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6244506 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
conditional independence | |||
Property / zbMATH Keywords: conditional independence / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
factor analysis | |||
Property / zbMATH Keywords: factor analysis / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
pair-copula construction | |||
Property / zbMATH Keywords: pair-copula construction / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
partial correlations | |||
Property / zbMATH Keywords: partial correlations / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
tail dependence | |||
Property / zbMATH Keywords: tail dependence / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
tail asymmetry | |||
Property / zbMATH Keywords: tail asymmetry / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
truncated vines | |||
Property / zbMATH Keywords: truncated vines / rank | |||
Normal rank |
Revision as of 14:17, 29 June 2023
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