Multivariate conditional transformation models

DOI10.1111/sjos.12501OpenAlexW3100456062MaRDI QIDQ5872950

Nadja Klein, Torsten Horthorn, Thomas Kneib, Luisa Barbanti

Publication date: 5 January 2023

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.03151

zbMATH Keywords

copulaconstrained optimizationmarginal distributionsmultivariate regressionseemingly unrelated regressionnormalizing flowsmost likely transformations

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Boosting Distributional Copula Regression ⋮ Bivariate distribution regression with application to insurance data ⋮ Probabilistic Time Series Forecasts with Autoregressive Transformation Models

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