Pages that link to "Item:Q391802"

The following pages link to Factor copula models for multivariate data (Q391802):

Displaying 19 items.

• A flexible and tractable class of one-factor copulas (Q340843) (← links)
• On a class of circulas: copulas for circular distributions (Q498048) (← links)
• Multivariate dependence modeling based on comonotonic factors (Q512029) (← links)
• Efficient computation of multivariate empirical distribution functions at the observed values (Q722738) (← links)
• Factor copula models for right-censored clustered survival data (Q825281) (← links)
• Variational inference for high dimensional structured factor copulas (Q830616) (← links)
• High dimensional dynamic stochastic copula models (Q888326) (← links)
• Dependence properties of conditional distributions of some copula models (Q1617331) (← links)
• Parsimonious parameterization of correlation matrices using truncated vines and factor analysis (Q1623595) (← links)
• Dependent defaults and losses with factor copula models (Q1648673) (← links)
• A general approach to full-range tail dependence copulas (Q1681085) (← links)
• On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
• Copula-based measures of reflection and permutation asymmetry and statistical tests (Q1685296) (← links)
• Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
• Testing for structural breaks in factor copula models (Q1739863) (← links)
• Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
• Detection of block-exchangeable structure in large-scale correlation matrices (Q1755136) (← links)
• A novel Bayesian approach for latent variable modeling from mixed data with missing values (Q2329812) (← links)
• Bi-factor and second-order copula models for item response data (Q6160315) (← links)