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"Selection of sparse vine copulas in high dimensions with the Lasso."

Dominik Müller, Claudia Czado (2019)

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DOI: 10.1007/S11222-018-9807-5

access: closed

type: Journal Article

metadata version: 2020-03-25

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  dblp key:
  - journals/sac/MullerC19
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  - https://dblp.org/rec/journals/sac/MullerC19
Dominik Müller, Claudia Czado:
Selection of sparse vine copulas in high dimensions with the Lasso. Stat. Comput. 29(2): 269-287 (2019)

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