Factor copula models for multivariate data (Q391802)

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Factor copula models for multivariate data
scientific article

    Statements

    title
    Factor copula models for multivariate data (English)
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    author
    Pavel Krupskii
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    Joe, Harry
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    publication date
    13 January 2014
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    62H25
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    62H20
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    62G32
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    62P05
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    zbMATH DE Number
    6244506
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    Wikidata QID
    Q56865728
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    OpenAlex ID
    W1996388751
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