Estimation and inference in factor copula models with exogenous covariates (Q6108312)
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scientific article; zbMATH DE number 7704503
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and inference in factor copula models with exogenous covariates |
scientific article; zbMATH DE number 7704503 |
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Estimation and inference in factor copula models with exogenous covariates (English)
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29 June 2023
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factor analysis
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simulation estimator
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empirical process
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dependence modeling
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