Structured factor copula models: theory, inference and computation

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  2. Structured factor copula models: theory, inference and computation

Structured factor copula models: theory, inference and computation

TitleStructured factor copula models: theory, inference and computation
Publication TypeJournal Article
Year of Publication2015
AuthorsKrupskii, P, Joe, H
JournalJournal of Multivariate Analysis
Volume138
Pagination53–73