High-dimensional factor copula models with estimation of latent variables (Q6200937)
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scientific article; zbMATH DE number 7823260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional factor copula models with estimation of latent variables |
scientific article; zbMATH DE number 7823260 |
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High-dimensional factor copula models with estimation of latent variables (English)
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25 March 2024
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bi-factor
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factor scores
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identifiability
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oblique factor
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proxy variables
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tail dependence
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