Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Thomas Nagler, C. Bumann, Claudia Czado. Model selection in sparse high-dimensional vine copula models with an application to portfolio risk. J. Multivariate Analysis, 172:180-192, 2019. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Selection of sparse vine copulas in high dimensions with the LassoDominik Müller, Claudia Czado. sac, 29(2):269-287, 2019. [doi] Model selection for discrete regular vine copulasAnastasios Panagiotelis, Claudia Czado, Harry Joe, Jakob Stöber. csda, 106:138-152, 2017. [doi]
The following publications are possibly variants of this publication: