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Factor copula models for multivariate data

✍ Scribed by Krupskii, Pavel; Joe, Harry

Book ID
120406229
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
304 KB
Volume
120
Category
Article
ISSN
0047-259X

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We develop a general class of factor-analytic models for the analysis of multivariate (truncated) count data. Dependencies in multivariate counts are of interest in many applications, but few approaches have been proposed for their analysis. Our model class allows for a variety of distributions of t