High-Dimensional Copula Variational Approximation Through Transformation (Q5066743)

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scientific article; zbMATH DE number 7500353
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High-Dimensional Copula Variational Approximation Through Transformation
scientific article; zbMATH DE number 7500353

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    High-Dimensional Copula Variational Approximation Through Transformation (English)
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    30 March 2022
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    factor variational approximation
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    implicit copula
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    inverse G\&H transformation
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    skew-normal copula
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    Yeo-Johnson transformation
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