Searching for optimal vine in pair-copula constructions

MaRDI QIDQ2969261zbMATH OpenFDO

Authors A. I. Travkin

Publication date 14 March 2017

Full work available at URL http://mathnet.ru/eng/mm3788

zbMATH Keywords

linear programmingoptimization problemscombinatorial methodsinteger-valued problemsmethod of branching and boundaries

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Combinatorial optimization (90C27)

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Cited in

(3)

• scientific article; zbMATH DE number 6458332 (Why is no real title available?)
• Conditional quantile reproducibility of multivariate distributions and simplified pair copula construction
• Univariate conditioning of vine copulas

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