Browsing by author "Zhang, Aixi"
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LASSO-type regularization in Bernstein copula and its application in finance
Zhang, AixiPublished 2023In this thesis, we propose a nonparametric Bernstein copula model to address the issue of approximating copulas flexibly and accurately. The model is penalized using the reciprocal of the empirical Bernstein copula as the ...Open AccessThesis
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