Factor copula models for multivariate data (Q391802)

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scientific article; zbMATH DE number 6244506
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Factor copula models for multivariate data
scientific article; zbMATH DE number 6244506

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    Factor copula models for multivariate data (English)
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    13 January 2014
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    conditional independence
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    factor analysis
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    pair-copula construction
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    partial correlations
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    tail dependence
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    tail asymmetry
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    truncated vines
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