Export 5 results:
Filters: Keyword is Partial correlation  [Clear All Filters]
2015
Nikoloulopoulos, A.K. & Joe, H., 2015. Factor copula models for item response data. Psychometrika, 80, pp.126-150.
Brechmann, E.C. & Joe, H., 2015. Truncation of vine copulas using fit indices. Journal of Multivariate Analysis, 138, pp.19-33.
2013
Krupskii, P. & Joe, H., 2013. Factor copula models for multivariate data. Journal of Multivariate Analysis, 120, pp.85-101.
2009
Lewandowski, D., Kurowicka, D. & Joe, H., 2009. Generating random correlation matrices based on vines and extended onion method. Journal of Multivariate Analysis, 100, pp.1989-2001.
2006
Joe, H., 2006. Range of correlation matrices for dependent random variables with given marginal distributions. In N. Balakrishnan, Castillo, E. , & Sarabia, J. M. , eds. Advances in Distribution Theory, Order Statistics, and Inference. Advances in Distribution Theory, Order Statistics, and Inference. Birkhauser Boston, pp. 125-142.