Factor copula models for mixed data
Work
Year: 2021
Type: article
Abstract: We develop factor copula models to analyse the dependence among mixed continuous and discrete responses. Factor copula models are canonical vine copulas that involve both observed and latent variables... more
Institution University of East Anglia
Cites: 62
Cited by: 8
Related to: 10
FWCI: 1.388
Citation percentile (by year/subfield): 89.44
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: hybrid
APC paid (est): $3,090