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Decomposition of Variation of Mixed Variables by a Latent Mixed Gaussian Copula Model - MaRDI portal

Decomposition of Variation of Mixed Variables by a Latent Mixed Gaussian Copula Model (Q6055867)

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scientific article; zbMATH DE number 7756635
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Decomposition of Variation of Mixed Variables by a Latent Mixed Gaussian Copula Model
scientific article; zbMATH DE number 7756635

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    Decomposition of Variation of Mixed Variables by a Latent Mixed Gaussian Copula Model (English)
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    30 October 2023
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    high-dimensional matrix estimation
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    Kendall's \(\tau \)
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    latent Gaussian copula model
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    variation decomposition
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