Time-Varying Mixture Copula Models with Copula Selection (Q5066788)
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scientific article; zbMATH DE number 7500455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Varying Mixture Copula Models with Copula Selection |
scientific article; zbMATH DE number 7500455 |
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Time-Varying Mixture Copula Models with Copula Selection (English)
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30 March 2022
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copula selection
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EM algorithm
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mixture copula
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SCAD
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time-varying distribution
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