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Factor copula models for mixed data - MaRDI portal

Factor copula models for mixed data (Q6125866)

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scientific article; zbMATH DE number 7831533
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English
Factor copula models for mixed data
scientific article; zbMATH DE number 7831533

    Statements

    title
    Factor copula models for mixed data (English)
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    publication date
    12 April 2024
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    zbMATH Keywords
    canonical vines
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    conditional independence
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    goodness of fit
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    latent variable models
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    model selection
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    tail dependence/asymmetry
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    Identifiers

    arXiv ID
    1907.07395
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    zbMATH DE Number
    7831533
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    OpenAlex ID
    W3137325886
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    DOI
    10.1111/BMSP.12231
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