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"High-dimensional factor copula models with estimation of latent variables."

Xinyao Fan, Harry Joe (2024)

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DOI: 10.1016/J.JMVA.2023.105263

access: closed

type: Journal Article

metadata version: 2024-07-16

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Xinyao Fan, Harry Joe:
High-dimensional factor copula models with estimation of latent variables. J. Multivar. Anal. 201: 105263 (2024)

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