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  1. Semiparametric conditional mixture copula models with copula selection
    Published: October 16, 2023
    Publisher:  University of Kansas, Department of Economics, Lawrence, Kansas

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 526
    No inter-library loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working papers series in theoretical and applied economics ; 2024, 1
    Subjects: Conditional Copula; Mixture Copula; Semiparametric Estimation; Copula Selection; SCAD; EM algorithm
    Scope: 1 Online-Ressource (circa 58 Seiten), Illustrationen