Max-Linear Competing Factor Models

Cites Work

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Proportional likelihood ratio models for mean regression
Factor copula models for multivariate data
On the robustness of maximum composite likelihood estimate
On approximating max-stable processes and constructing extremal copula functions
On composite marginal likelihoods
Bivariate extreme statistics. I
Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion
The asymptotic normal distribution of estimators in factor analysis under general conditions
Generalized autoregressive conditional heteroscedasticity
Sparse moving maxima models for tail dependence in multivariate financial time series
On the estimation and application of max-stable processes
The topography of multivariate normal mixtures
Pathwise coordinate optimization
Models for discrete longitudinal data.
A note on pseudolikelihood constructed from marginal densities
A note on composite likelihood inference and model selection
Statistics for near independence in multivariate extreme values
Limit theory for multivariate sample extremes
Random variate generation for exponentially and polynomially tilted stable distributions
Normalized Exponential Tilting
Inferential Theory for Factor Models of Large Dimensions
Note on the Consistency of the Maximum Likelihood Estimate
Maximum Likelihood Estimation of Misspecified Models
Dependence measures for extreme value analyses

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