Multivariate conditional transformation models

DOI10.1111/SJOS.12501MaRDI QIDQ5872950zbMATH OpenOpenAlexFDO

Authors Nadja Klein, Torsten Horthorn, L. Barbanti, Thomas Kneib

Publication date 5 January 2023

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1906.03151

zbMATH Keywords

constrained optimizationcopulamarginal distributionsmost likely transformationsmultivariate regressionnormalizing flowsseemingly unrelated regression

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(9)

• Bivariate distributions with transmuted conditionals: Models and applications
• Boosting Distributional Copula Regression
• Bivariate distribution regression with application to insurance data
• Bernstein flows for flexible posteriors in variational Bayes
• Truly Multivariate Structured Additive Distributional Regression
• Additive Covariance Matrix Models: Modeling Regional Electricity Net-Demand in Great Britain
• Multivariate distribution regression
• Nonparanormal adjusted marginal inference
• Probabilistic Time Series Forecasts with Autoregressive Transformation Models

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