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Estimation of hierarchical Archimedean copulas as a shortest path problem - MaRDI portal

Estimation of hierarchical Archimedean copulas as a shortest path problem (Q1668652)

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scientific article; zbMATH DE number 6928537
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English
Estimation of hierarchical Archimedean copulas as a shortest path problem
scientific article; zbMATH DE number 6928537

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    Estimation of hierarchical Archimedean copulas as a shortest path problem (English)
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    29 August 2018
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    network flow problem
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    copulas
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