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Structured factor copula models: theory, inference and computation - MaRDI portal

Structured factor copula models: theory, inference and computation (Q2350038)

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Structured factor copula models: theory, inference and computation
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    Structured factor copula models: theory, inference and computation (English)
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    18 June 2015
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    bi-factor model
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    conditional independence
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    dependence measure
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    factor analysis
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    tail asymmetry
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    tail dependence
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    truncated vine
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