Factor copula models for mixed data (Q6125866)

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scientific article; zbMATH DE number 7831533
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Factor copula models for mixed data
scientific article; zbMATH DE number 7831533

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    Factor copula models for mixed data (English)
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    12 April 2024
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    canonical vines
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    conditional independence
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    goodness of fit
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    latent variable models
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    model selection
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    tail dependence/asymmetry
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