Selection of sparse vine copulas in high dimensions with the Lasso (Q2329765)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selection of sparse vine copulas in high dimensions with the Lasso |
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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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