A family of block-wise one-factor distributions for modeling high-dimensional binary data

DOI10.1016/j.csda.2017.04.010zbMath1464.62126arXiv1511.01343MaRDI QIDQ1658362

Matthieu Marbac, Mohammed Sedki

Publication date: 14 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.01343

zbMATH Keywords

EM algorithm; model selection; high-dimensional data; binary data; IFM procedure; one-factor copulas

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62-08: Computational methods for problems pertaining to statistics

62H20: Measures of association (correlation, canonical correlation, etc.)

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Related Items

MvBinary

Uses Software

• R
• MHTrajectoryR