Selection of mixed copula for association modeling with tied observations
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Publication:2111315
DOI10.1007/S10260-022-00628-3OpenAlexW4293102664MaRDI QIDQ2111315FDOQ2111315
Authors: Yang Li, F. Wang, Ye Shen, Yichen Qin, Jiesheng Si 
Publication date: 13 January 2023
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-022-00628-3
Recommendations
- Copula modeling for data with ties
- Selection of mixed copula model via penalized likelihood
- Some copula inference procedures adapted to the presence of ties
- Time-Varying Mixture Copula Models with Copula Selection
- Association measures and estimation of copula parameters
- Estimation of a conditional copula and association measures
- Copula analysis of mixture models
- Semiparametric estimation and model selection for conditional mixture copula models
- Conditional empirical copula processes and generalized measures of association
- scientific article; zbMATH DE number 7640335
Cites Work
- Goodness-of-fit tests for copulas: A review and a power study
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Nearly unbiased variable selection under minimax concave penalty
- Dependence Modeling with Copulas
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- An introduction to copulas.
- Valid post-selection inference
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Heavy Tails and Copulas
- Selection of Mixed Copula Model via Penalized Likelihood
- Survival analysis with correlated endpoints. Joint frailty-copula models
- DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS
- Integrative interaction analysis using threshold gradient directed regularization
- Tail dependence estimate in financial market risk management: Clayton-Gumbel copula approach
- Copula modeling for data with ties
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