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

LIU Junjie, HU Yonghong

Journal of System Science and Mathematical Science Chinese Series ›› 2022, Vol. 42 ›› Issue (9) : 2508-2530.

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中国科学院数学与系统科学研究院期刊网
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Journal of System Science and Mathematical Science Chinese Series ›› 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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