Factor copula models for multivariate data (Q391802)
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scientific article; zbMATH DE number 6244506
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| default for all languages | No label defined |
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| English | Factor copula models for multivariate data |
scientific article; zbMATH DE number 6244506 |
Statements
Factor copula models for multivariate data (English)
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13 January 2014
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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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0.8604782819747925
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0.8511021137237549
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0.8151309490203857
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0.8142589926719666
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0.8008909821510315
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