Pages that link to "Item:Q1018618"
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The following pages link to Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data (Q1018618):
Displaying 4 items.
- Asymptotic properties of adaptive maximum likelihood estimators in latent variable models (Q396017) (← links)
- Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data (Q1018618) (← links)
- A mixture of generalized latent variable models for mixed mode and heterogeneous data (Q2275642) (← links)
- A Bayesian modeling approach for generalized semiparametric structural equation models (Q2452349) (← links)
