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

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

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