Dezhao Han

University of Waterloo

Waterloo, Ontario N2L 3G1

Canada

SCHOLARLY PAPERS

1

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92

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0

Scholarly Papers (1)

1.

Vine Copula Models with GLM and Sparsity

Communications in Statistics - Theory and Methods, Vol. 73, 137-155.
Number of pages: 26 Posted: 06 Feb 2017 Last Revised: 10 May 2019
Dezhao Han, Ken Seng Tan and Chengguo Weng
University of Waterloo, University of Waterloo and University of Waterloo
Downloads 92 (613,154)

Abstract:

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vine copula, generalized linear model, penalized MLE