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Semiparametric estimation and model selection for conditional mixture copula models - MaRDI portal

Semiparametric estimation and model selection for conditional mixture copula models (Q5872956)

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scientific article; zbMATH DE number 7638430
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Semiparametric estimation and model selection for conditional mixture copula models
scientific article; zbMATH DE number 7638430

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    Semiparametric estimation and model selection for conditional mixture copula models (English)
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    5 January 2023
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    conditional copula
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    mixture copula
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    model selection
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    semi-parametric estimation
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