Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso (Q2416782)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso |
scientific article |
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Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso (English)
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24 May 2019
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sparsity
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copula
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graphical models
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