Multivariate comonotonicity

DOI10.1016/J.JMVA.2009.08.003zbMath1184.62081OpenAlexW2912721996MaRDI QIDQ1041082

Giovanni Puccetti, Marco Scarsini

Publication date: 27 November 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.08.003

zbMATH Keywords

copulasrearrangementssupermodular functionsoptimal couplingcyclical monotonicity

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

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