Time-Varying Mixture Copula Models with Copula Selection

DOI10.5705/ss.202020.0005OpenAlexW3121855514MaRDI QIDQ5066788

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Publication date: 30 March 2022

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202020.0005

zbMATH Keywords

EM algorithmSCADcopula selectionmixture copulatime-varying distribution

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites Work

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