Estimation of hierarchical Archimedean copulas as a shortest path problem

DOI10.1016/j.econlet.2016.10.034zbMath1490.62124MaRDI QIDQ1668652

Peng Zhang

Publication date: 29 August 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2123/14745

zbMATH Keywords

copulas; network flow problem

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62G05: Nonparametric estimation

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Uses Software

• copula
• copula