Pages that link to "Item:Q391802"

The following pages link to Factor copula models for multivariate data (Q391802):

Displaying 49 items.

• Factor tree copula models for item response data (Q72193) (← links)
• A flexible and tractable class of one-factor copulas (Q340843) (← links)
• On a class of circulas: copulas for circular distributions (Q498048) (← links)
• Multivariate dependence modeling based on comonotonic factors (Q512029) (← links)
• Efficient computation of multivariate empirical distribution functions at the observed values (Q722738) (← links)
• Factor copula models for right-censored clustered survival data (Q825281) (← links)
• Variational inference for high dimensional structured factor copulas (Q830616) (← links)
• High dimensional dynamic stochastic copula models (Q888326) (← links)
• Dependence properties of conditional distributions of some copula models (Q1617331) (← links)
• Parsimonious parameterization of correlation matrices using truncated vines and factor analysis (Q1623595) (← links)
• Dependent defaults and losses with factor copula models (Q1648673) (← links)
• A general approach to full-range tail dependence copulas (Q1681085) (← links)
• On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
• Copula-based measures of reflection and permutation asymmetry and statistical tests (Q1685296) (← links)
• Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
• Testing for structural breaks in factor copula models (Q1739863) (← links)
• Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
• The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure (Q1750101) (← links)
• Detection of block-exchangeable structure in large-scale correlation matrices (Q1755136) (← links)
• Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
• Estimation of spatio-temporal extreme distribution using a quantile factor model (Q2028577) (← links)
• Sklar's theorem, copula products, and ordering results in factor models (Q2063749) (← links)
• Fast inference methods for high-dimensional factor copulas (Q2097684) (← links)
• Modeling spatial tail dependence with Cauchy convolution processes (Q2106793) (← links)
• Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models (Q2122830) (← links)
• On a multivariate copula-based dependence measure and its estimation (Q2137794) (← links)
• Conditional normal extreme-value copulas (Q2231306) (← links)
• A multi-year microlevel collective risk model (Q2234768) (← links)
• New transformations of aggregation functions based on monotone systems of functions (Q2302954) (← links)
• A novel Bayesian approach for latent variable modeling from mixed data with missing values (Q2329812) (← links)
• Factor copula models for item response data (Q2348188) (← links)
• Structured factor copula models: theory, inference and computation (Q2350038) (← links)
• Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso (Q2416782) (← links)
• Constraining kernel estimators in semiparametric copula mixture models (Q2419156) (← links)
• Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics (Q2520433) (← links)
• A monitoring procedure for detecting structural breaks in factor copula models (Q2700563) (← links)
• Weighted least-squares inference for multivariate copulas based on dependence coefficients (Q2786502) (← links)
• The bivariate <i>K</i>-finite normal mixture ‘blanket’ copula (Q3390622) (← links)
• Generalized Additive Models for Pair-Copula Constructions (Q3391152) (← links)
• Bayesian Inference for the One-Factor Copula Model (Q3391192) (← links)
• Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
• Estimation of multivariate tail quantities (Q6115547) (← links)
• Partial identification of latent correlations with ordinal data (Q6160319) (← links)
• Transform MCMC schemes for sampling intractable factor copula models (Q6164840) (← links)
• Characterizing correlation matrices that admit a clustered factor representation (Q6198259) (← links)
• High-dimensional factor copula models with estimation of latent variables (Q6200937) (← links)
• Supermodular and directionally convex comparison results for general factor models (Q6200938) (← links)
• Penalized estimation of hierarchical Archimedean copula (Q6200950) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)