Multivariate countermonotonicity and the minimal copulas (Q508035)

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Multivariate countermonotonicity and the minimal copulas
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    title
    Multivariate countermonotonicity and the minimal copulas (English)
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    author
    Jae Youn Ahn
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    Woo-Joo Lee
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    Ka Chun Cheung
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    publication date
    9 February 2017
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    Mathematics Subject Classification ID
    62H05
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    62H20
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    60E15
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    62P05
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    91B30
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    zbMATH DE Number
    6682824
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    zbMATH Keywords
    countermonotonicity
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    comonotonicity
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    minimal copula
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    variance minimization
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