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"Dependence modelling in ultra high dimensions with vine copulas and the ..."

Dominik Müller, Claudia Czado (2019)

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DOI: 10.1016/J.CSDA.2019.02.007

access: closed

type: Journal Article

metadata version: 2020-02-18

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Dominik Müller, Claudia Czado:
Dependence modelling in ultra high dimensions with vine copulas and the Graphical Lasso. Comput. Stat. Data Anal. 137: 211-232 (2019)

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