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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0.91631854
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0.8980857
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0.8911754
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0.8910503
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0.88800037
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0.88096106
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0.8792329
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0.8740622
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