Müller, Dominik; Czado, Claudia Selection of sparse vine copulas in high dimensions with the Lasso. (English) Zbl 1430.62102 Stat. Comput. 29, No. 2, 269-287 (2019). MSC: 62H05 62J07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pircalabelu, Eugen; Claeskens, Gerda; Gijbels, Irène Copula directed acyclic graphs. (English) Zbl 1505.62322 Stat. Comput. 27, No. 1, 55-78 (2017). MSC: 62-08 62H05 62H20 62H22 × Cite Format Result Cite Review PDF Full Text: DOI Link