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20132023
most citedOn structure, family and parameter estimation of hierarchical Archimedean copulas

2 citations · 6 across the 8 of their papers we have counts for

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math.NA2014★ 1 cited

A Generalized Markov-Chain Modelling Approach to -ES Linear Optimization: Technical Report

Alexandre Chotard, Martin Holena

Several recent publications investigated Markov-chain modelling of linear optimization by a -ES, considering both unconstrained and linearly constrained optimization, and bo…