Linear factor copula models and their properties
Author:
Affiliation:
1. Statistics Program; King Abdullah University of Science and Technology
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/sjos.12325/fullpdf
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5. A note on pseudolikelihood constructed from marginal densities;Cox;Biometrika,2004
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