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Selection of Mixed Copula Model via Penalized Likelihood - MaRDI portal

Selection of Mixed Copula Model via Penalized Likelihood (Q4975416)

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scientific article; zbMATH DE number 6756968
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English
Selection of Mixed Copula Model via Penalized Likelihood
scientific article; zbMATH DE number 6756968

    Statements

    title
    Selection of Mixed Copula Model via Penalized Likelihood (English)
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    author
    Xian Wang
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    Zong-Wu Cai
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    publication date
    4 August 2017
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    zbMATH Keywords
    boundary and unidentified parameters
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    comovement
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    EM algorithm
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    Lasso
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    SCAD
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    shrinkage operator
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    variable selection
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    Identifiers

    Mathematics Subject Classification ID
    62J07
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    62H05
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    62F12
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    zbMATH DE Number
    6756968
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    OpenAlex ID
    W2141280361
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