Vine copula models with GLM and sparsity (Q5349169)
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scientific article; zbMATH DE number 6763664
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vine copula models with GLM and sparsity |
scientific article; zbMATH DE number 6763664 |
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Vine copula models with GLM and sparsity (English)
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23 August 2017
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generalized linear model
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penalized MLE
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vine copula
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