Factor copula models for multivariate data

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  1. Department of Statistics
  2. Factor copula models for multivariate data

Factor copula models for multivariate data

TitleFactor copula models for multivariate data
Publication TypeJournal Article
Year of Publication2013
AuthorsKrupskii, P, Joe, H
JournalJournal of Multivariate Analysis
Volume120
Pagination85–101