Selection of mixed copula model via penalized likelihood (Q4975416)
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scientific article; zbMATH DE number 6756968
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| English | Selection of mixed copula model via penalized likelihood |
scientific article; zbMATH DE number 6756968 |
Statements
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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0.7956423759460449
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0.7896772027015686
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0.7817170023918152
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0.7651036381721497
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0.7619430422782898
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