Pages that link to "Item:Q391802"
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The following pages link to Factor copula models for multivariate data (Q391802):
Displaying 23 items.
- Factor Copula Approaches for Assessing Spatially Dependent High-Dimensional Risks (Q5379211) (← links)
- Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
- Estimation of multivariate tail quantities (Q6115547) (← links)
- Hedging cryptos with Bitcoin futures (Q6158443) (← links)
- Bi-factor and second-order copula models for item response data (Q6160315) (← 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)
- A multinomial generalized linear mixed model for clustered competing risks data (Q6567455) (← links)
- A general construction of multivariate dependence structures with nonmonotone mappings and its applications (Q6579150) (← links)
- Multivariate directional tail-weighted dependence measures (Q6596170) (← links)
- Advances in statistical modeling of spatial extremes (Q6602343) (← links)
- Copulae: an overview and recent developments (Q6602358) (← links)
- Modeling Dependence in High Dimensions With Factor Copulas (Q6616603) (← links)
- Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings (Q6617825) (← links)
- Max-Linear Competing Factor Models (Q6623161) (← links)
- Generalized simulated method-of-moments estimators for multivariate copulas (Q6640109) (← links)
- Shrinkage for extreme partial least-squares (Q6643211) (← links)
- A study of one-factor copula models from a tail dependence perspective (Q6668694) (← links)