Multivariate conditional transformation models

@article{Klein2019MultivariateCT,
  title={Multivariate conditional transformation models},
  author={N. Klein and T. Hothorn and Luisa Barbanti and T. Kneib},
  journal={arXiv: Methodology},
  year={2019}
}
Regression models describing the joint distribution of multivariate response variables conditional on covariate information have become an important aspect of contemporary regression analysis. However, a limitation of such models is that they often rely on rather simplistic assumptions, e.g. a constant dependency structure that is not allowed to vary with the covariates or the restriction to linear dependence between the responses only. We propose a general framework for multivariate… Expand

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