Factor copula models for multivariate data (Q391802)

From MaRDI portal
Revision as of 04:19, 30 January 2024 by Import240129110155 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Factor copula models for multivariate data
scientific article

    Statements

    title
    Factor copula models for multivariate data (English)
    0 references
    author
    Pavel Krupskii
    0 references
    Joe, Harry
    0 references
    Joe, Harry
    0 references
    publication date
    13 January 2014
    0 references
    Mathematics Subject Classification ID
    62H25
    0 references
    62H20
    0 references
    62G32
    0 references
    62P05
    0 references
    zbMATH DE Number
    6244506
    0 references
    zbMATH Keywords
    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
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q391802&oldid=12264405"
    Powered by MediaWiki