Membership testing for Bernoulli and tail-dependence matrices
type: Item
instance of: scholarly article
title: Membership testing for Bernoulli and tail-dependence matrices
zbMATH Open document ID: 1420.62254
author: Daniel Krause
author: Matthias Scherer
author: Jonas Schwinn
author: Ralf Werner
published in: Journal of Multivariate Analysis
publication date: 2018-10-16T00:00:00Z
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 52B12
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 90C08
zbMATH DE Number: 6955876
zbMATH Keywords: Bernoulli-compatible matrix
zbMATH Keywords: binary quadratic programming
zbMATH Keywords: column generation
zbMATH Keywords: tail-dependence matrix
MaRDI profile type: Publication
full work available at URL: j.jmva.2018.07.014
OpenAlex ID: W2787656584
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DOI: 10.1016/J.JMVA.2018.07.014
description: scientific article; zbMATH DE number 6955876