Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models (Q2122830)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models |
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Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models (English)
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7 April 2022
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conditional independence
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maximum likelihood estimation
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tail dependence
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tail asymmetry
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