Multivariate conditional transformation models

DOI10.1111/SJOS.12501OpenAlexW3100456062MaRDI QIDQ5872950FDOQ5872950

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

copulamultivariate regressionnormalizing flowsseemingly unrelated regressionconstrained optimizationmarginal distributionsmost likely transformations

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (5)

• Bivariate distribution regression with application to insurance data
• Boosting Distributional Copula Regression
• Bivariate distributions with transmuted conditionals: Models and applications
• Bernstein flows for flexible posteriors in variational Bayes
• Probabilistic Time Series Forecasts with Autoregressive Transformation Models

This page was built for publication: Multivariate conditional transformation models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5872950)