Semiparametric estimation and model selection for conditional mixture copula models

DOI10.1111/sjos.12514OpenAlexW3123339219MaRDI QIDQ5872956

Wei Long, Guannan Liu, Bingduo Yang, Zong-Wu Cai

Publication date: 5 January 2023

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12514

zbMATH Keywords

model selectionconditional copulasemi-parametric estimationmixture copula

Mathematics Subject Classification ID

Statistics (62-XX)

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