Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas (Q2259718)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas |
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Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas (English)
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5 March 2015
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Archimedean copula
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finite mixture model
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penalized marginal likelihood
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Markov chain Monte Carlo
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quadratic programming
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