2013•Journal of Multivariate AnalysisOpen access
Factor copula models for multivariate data
Pavel Krupskii, Harry Joe
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Pavel Krupskii, Harry Joe
Abstract
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OpenAlex reports 186 citations for this work. Citation counts describe recorded attention and do not establish research quality.
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Key concepts: Copula (linguistics), Mathematics, Multivariate statistics, Vine copula, Akaike information criterion, Bivariate analysis, Tail dependence, Econometrics