Pages that link to "Item:Q2350038"

The following pages link to Structured factor copula models: theory, inference and computation (Q2350038):

Displaying 33 items.

• Factor copula models for multivariate data (Q391802) (← links)
• Multivariate dependence modeling based on comonotonic factors (Q512029) (← links)
• Variational inference for high dimensional structured factor copulas (Q830616) (← links)
• Dependent defaults and losses with factor copula models (Q1648673) (← links)
• A family of block-wise one-factor distributions for modeling high-dimensional binary data (Q1658362) (← links)
• Multivariate models for dependent clusters of variables with conditional independence given aggregation variables (Q1659364) (← links)
• A copula model for non-Gaussian multivariate spatial data (Q1755126) (← links)
• Detection of block-exchangeable structure in large-scale correlation matrices (Q1755136) (← links)
• Estimation of spatio-temporal extreme distribution using a quantile factor model (Q2028577) (← links)
• Fast inference methods for high-dimensional factor copulas (Q2097684) (← 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)
• A novel Bayesian approach for latent variable modeling from mixed data with missing values (Q2329812) (← links)
• Sparse conditional copula models for structured output regression (Q2417829) (← links)
• Generalized Additive Models for Pair-Copula Constructions (Q3391152) (← links)
• Linear factor copula models and their properties (Q4646954) (← links)
• Factor Copula Models for Replicated Spatial Data (Q4690973) (← links)
• Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes (Q5120643) (← links)
• Tail-weighted measures of dependence (Q5130181) (← links)
• Factor Copula Approaches for Assessing Spatially Dependent High-Dimensional Risks (Q5379211) (← links)
• Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← 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)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
• A general construction of multivariate dependence structures with nonmonotone mappings and its applications (Q6579150) (← links)
• Multivariate directional tail-weighted dependence measures (Q6596170) (← links)
• Copulae: an overview and recent developments (Q6602358) (← links)
• Generalized simulated method-of-moments estimators for multivariate copulas (Q6640109) (← links)