Estimation of hierarchical Archimedean copulas as a shortest path problem
Dmytro Matsypura, Emily Neo, Artem Prokhorov
| Year of publication: |
December 2016
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|---|---|
| Authors: | Matsypura, Dmytro ; Neo, Emily ; Prokhorov, Artem |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 149.2016, p. 131-134
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| Subject: | Network flow problem | Copulas | Multivariate Verteilung | Multivariate distribution | Netzplantechnik | Project network techniques | Mathematische Optimierung | Mathematical programming | Graphentheorie | Graph theory | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.10.034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011620207