Multivariate comonotonicity (Q1041082): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jmva.2009.08.003 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2912721996 / rank | |||
Normal rank | |||
Revision as of 03:08, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate comonotonicity |
scientific article |
Statements
Multivariate comonotonicity (English)
0 references
27 November 2009
0 references
cyclical monotonicity
0 references
rearrangements
0 references
optimal coupling
0 references
copulas
0 references
supermodular functions
0 references
