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A Stochastic Multivariate Latent Variable Model For Categorical Responses

Published 2 Jun 2023 in math.ST and stat.TH | (2306.01350v1)

Abstract: This paper introduces a mathematical framework of a stochastic process model as a generalization of diffusion stochastic processes to model latent variables in categorical responses given unobserved random effects and maximum likelihood estimation of parameters is indicated.

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