Vine copula models with GLM and sparsity

DOI10.1080/03610926.2015.1122061zbMath1368.60013OpenAlexW2470614800MaRDI QIDQ5349169

Ken Seng Tan, Dezhao Han, Chengguo Weng

Publication date: 23 August 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1122061

zbMATH Keywords

generalized linear modelvine copulapenalized MLE

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05) Approximations to statistical distributions (nonasymptotic) (62E17)

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