Dominik Müller, Claudia Czado. Dependence modelling in ultra high dimensions with vine copulas and the Graphical Lasso. Computational Statistics & Data Analysis, 137:211-232, 2019. [doi]
@article{MullerC19-1,
title = {Dependence modelling in ultra high dimensions with vine copulas and the Graphical Lasso},
author = {Dominik Müller and Claudia Czado},
year = {2019},
doi = {10.1016/j.csda.2019.02.007},
url = {https://doi.org/10.1016/j.csda.2019.02.007},
researchr = {https://researchr.org/publication/MullerC19-1},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {137},
pages = {211-232},
}