Selection of Mixed Copula Model via Penalized Likelihood (Q4975416)
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scientific article; zbMATH DE number 6756968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selection of Mixed Copula Model via Penalized Likelihood |
scientific article; zbMATH DE number 6756968 |
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Selection of Mixed Copula Model via Penalized Likelihood (English)
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4 August 2017
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boundary and unidentified parameters
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comovement
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EM algorithm
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Lasso
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SCAD
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shrinkage operator
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variable selection
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