Parsimonious parameterization of correlation matrices using truncated vines and factor analysis
Brechmann, Eike C., Joe, HarryVolume:
77
Language:
english
Journal:
Computational Statistics & Data Analysis
DOI:
10.1016/j.csda.2014.03.002
Date:
September, 2014
File:
PDF, 574 KB
english, 2014