"Parsimonious parameterization of correlation matrices using truncated ..."

Eike C. Brechmann, Harry Joe (2014)

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DOI: 10.1016/J.CSDA.2014.03.002

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type: Journal Article

metadata version: 2020-02-18

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Eike C. Brechmann, Harry Joe:
Parsimonious parameterization of correlation matrices using truncated vines and factor analysis. Comput. Stat. Data Anal. 77: 233-251 (2014)

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