Time-Varying Mixture Copula Models with Copula Selection (Q5066788)
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: Time-Varying Mixture Copula Models with Copula Selection |
scientific article; zbMATH DE number 7500455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Varying Mixture Copula Models with Copula Selection |
scientific article; zbMATH DE number 7500455 |
Statements
Time-Varying Mixture Copula Models with Copula Selection (English)
0 references
30 March 2022
0 references
copula selection
0 references
EM algorithm
0 references
mixture copula
0 references
SCAD
0 references
time-varying distribution
0 references
