Selection of sparse vine copulas in high dimensions with the Lasso (Q2329765)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Selection of sparse vine copulas in high dimensions with the Lasso |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selection of sparse vine copulas in high dimensions with the Lasso |
scientific article |
Statements
Selection of sparse vine copulas in high dimensions with the Lasso (English)
0 references
18 October 2019
0 references
dependence modeling
0 references
vine copula
0 references
Lasso
0 references
sparsity
0 references
0 references
0 references
0 references
0.90911496
0 references
0 references
0.8922118
0 references
0.8769382
0 references
0.8692095
0 references
0.8682421
0 references
0.8664511
0 references
0.85892165
0 references
0.8586436
0 references
