Selection of sparse vine copulas in high dimensions with the Lasso (Q2329765)
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scientific article; zbMATH DE number 7119323
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Selection of sparse vine copulas in high dimensions with the Lasso |
scientific article; zbMATH DE number 7119323 |
Statements
Selection of sparse vine copulas in high dimensions with the Lasso (English)
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18 October 2019
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dependence modeling
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vine copula
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Lasso
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sparsity
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0.90911496
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0.8922118
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0.8769382
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0.8692095
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0.8682421
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0.8664511
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0.85892165
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0.8586436
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