Irincheeva, Irina; Cantoni, Eva; Genton, Marc G. - Institut d'Economie et Econométrie, Université de Genève - 2009
We consider a semi-nonparametric specification for the density of latent variables in Generalized Linear Latent Variable Models (GLLVM). This specification is flexible enough to allow for an asymmetric, multi-modal, heavy or light tailed smooth density. The degree of flexibility required by many...