Zobrazeno 1 - 1
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pro vyhledávání: '"Krupskiy Pavel"'
Autor:
Verhoijsen Alex, Krupskiy Pavel
Publikováno v:
Dependence Modeling, Vol 10, Iss 1, Pp 270-289 (2022)
Gaussian factor models allow the statistician to capture multivariate dependence between variables. However, they are computationally cumbersome in high dimensions and are not able to capture multivariate skewness in the data. We propose a copula mod
Externí odkaz:
https://doaj.org/article/f513ebf90c4249bb8cae822a15ba4003
