Estimation and inference in factor copula models with exogenous covariates
Year of publication: |
2023
|
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Authors: | Mayer, Alexander ; Wied, Dominik |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 2, p. 1500-1521
|
Subject: | Dependence modeling | Empirical process | Factor analysis | Simulation estimator | Faktorenanalyse | Schätztheorie | Estimation theory | Multivariate Verteilung | Multivariate distribution | Simulation | Schätzung | Estimation | Induktive Statistik | Statistical inference | Korrelation | Correlation |
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