Estimation of hierarchical Archimedean copulas as a shortest path problem
type: Item
instance of: scholarly article
title: Estimation of hierarchical Archimedean copulas as a shortest path problem
zbMATH Open document ID: 1490.62124
author: Peng Zhang
published in: Economics Letters
publication date: 2018-08-29T00:00:00Z
full work available at URL: http://hdl.handle.net/2123/14745
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62H10
zbMATH DE Number: 6928537
zbMATH Keywords: network flow problem
zbMATH Keywords: copulas
describes a project that uses: copula
MaRDI profile type: Publication
OpenAlex ID: W2403840131
cites work: An algorithm for constructing high dimensional distributions from distributions of lower dimension
cites work: Q3649086
cites work: Statistical Inference Procedures for Bivariate Archimedean Copulas
cites work: Efficiently sampling nested Archimedean copulas
cites work: Multivariate extreme‐value distributions with applications to environmental data
cites work: Q4382161
cites work: On the structure and estimation of hierarchical Archimedean copulas
DOI: 10.1016/J.ECONLET.2016.10.034
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description: scientific article; zbMATH DE number 6928537