Pages that link to "Item:Q2329765"
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The following pages link to Selection of sparse vine copulas in high dimensions with the Lasso (Q2329765):
Displaying 11 items.
- Model selection for discrete regular vine copulas (Q1658513) (← links)
- Sequential truncation of \(R\)-vine copula mixture model for high-dimensional datasets (Q1980359) (← links)
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (Q2001097) (← links)
- Dependence structure estimation using copula recursive trees (Q2048120) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Regular vines with strongly chordal pattern of (conditional) independence (Q2142996) (← links)
- Pair-copula models for analyzing family data (Q2223156) (← links)
- Truncation of vine copulas using fit indices (Q2350036) (← links)
- Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso (Q2416782) (← links)
- Vine copula models with GLM and sparsity (Q5349169) (← links)
- Copulae: an overview and recent developments (Q6602358) (← links)