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Structured factor copula models: Theory, inference and computation. Journal of Multivariate Analysis, 138, pp.53-73.
, 2015. Truncation of vine copulas using fit indices. Journal of Multivariate Analysis, 138, pp.19-33.
, 2015. Factor copula models for multivariate data. Journal of Multivariate Analysis, 120, pp.85-101.
, 2013.