Selection of mixed copula for association modeling with tied observations
From MaRDI portal
Publication:2111315
DOI10.1007/S10260-022-00628-3OpenAlexW4293102664MaRDI QIDQ2111315
Fan Wang, Jiesheng Si, Yang Li, Ye Shen, Yichen Qin
Publication date: 13 January 2023
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-022-00628-3
Uses Software
Cites Work
- Unnamed Item
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Nearly unbiased variable selection under minimax concave penalty
- Goodness-of-fit tests for copulas: A review and a power study
- Valid post-selection inference
- An introduction to copulas.
- Survival analysis with correlated endpoints. Joint frailty-copula models
- Dependence Modeling with Copulas
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Heavy Tails and Copulas
- DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS
- Selection of Mixed Copula Model via Penalized Likelihood
- Integrative interaction analysis using threshold gradient directed regularization
- Copula modeling for data with ties
This page was built for publication: Selection of mixed copula for association modeling with tied observations