Factor tree copula models for item response data
From MaRDI portal
Publication:72193
DOI10.48550/arXiv.2201.00339zbMath1522.62306arXiv2201.00339MaRDI QIDQ72193
Aristidis K. Nikoloulopoulos, Sayed H. Kadhem, Sayed H. Kadhem, Aristidis K. Nikoloulopoulos
Publication date: 2 January 2022
Published in: Psychometrika (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.00339
Factor analysis and principal components; correspondence analysis (62H25) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to psychology (62P15)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Factor copula models for multivariate data
- A boundary mixture approach to violations of conditional independence
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Copula model evaluation based on parametric bootstrap
- Tail dependence functions and vine copulas
- Maximum likelihood estimation of the polychoric correlation coefficient
- Contributions to factor analysis of dichotomous variables
- Parsimonious parameterization of correlation matrices using truncated vines and factor analysis
- Covariance model simulation using regular vines
- Vine copulas with asymmetric tail dependence and applications to financial return data
- Prediction based on conditional distributions of vine copulas
- Limited information estimation and testing of discretized multivariate normal structural models
- Factor copula models for item response data
- Probability density decomposition for conditionally dependent random variables modeled by vines
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Copula functions for residual dependency
- Copula-Based Models for Multivariate Discrete Response Data
- Latent Variable Models and Factor Analysis
- Dependence Modeling with Copulas
- Truncated regular vines in high dimensions with application to financial data
- Uncertainty Analysis with High Dimensional Dependence Modelling
- Pair Copula Constructions for Multivariate Discrete Data
- Parsimonious graphical dependence models constructed from vines
- Factor copula models for mixed data
- Bi-factor and second-order copula models for item response data
