High-Dimensional Copula Variational Approximation Through Transformation (Q5066743)
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scientific article; zbMATH DE number 7500353
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| English | High-Dimensional Copula Variational Approximation Through Transformation |
scientific article; zbMATH DE number 7500353 |
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High-Dimensional Copula Variational Approximation Through Transformation (English)
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30 March 2022
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factor variational approximation
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implicit copula
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inverse G\&H transformation
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skew-normal copula
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Yeo-Johnson transformation
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