Selection of sparse vine copulas in high dimensions with the Lasso

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Publication:2329765

DOI10.1007/s11222-018-9807-5zbMath1430.62102arXiv1705.05877OpenAlexW2616758160WikidataQ130069089 ScholiaQ130069089MaRDI QIDQ2329765

Dominik Müller, Claudia Czado

Publication date: 18 October 2019

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.05877



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