Selection of Asymmetric Product Copula Model via Group SCAD Penalty and Its Application

LIU Junjie, HU Yonghong

Journal of Systems Science and Mathematical Sciences ›› 2022, Vol. 42 ›› Issue (9) : 2508-2530.

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Journal of Systems Science and Mathematical Sciences ›› 2022, Vol. 42 ›› Issue (9) : 2508-2530. DOI: 10.12341/jssms22017

Selection of Asymmetric Product Copula Model via Group SCAD Penalty and Its Application

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2022, 42(9): 2508-2530 https://doi.org/10.12341/jssms22017

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