Estimation of multivariate dependence structures via constrained maximum likelihood (Q2163514)

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Estimation of multivariate dependence structures via constrained maximum likelihood
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    Estimation of multivariate dependence structures via constrained maximum likelihood (English)
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    10 August 2022
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    constrained optimization
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    Gaussian copula
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    graphical model
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    regularization
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    sparse modelling
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    statistical model
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