Extremal dependence concepts (Q1790300)

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Extremal dependence concepts
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    title
    Extremal dependence concepts (English)
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    DOI
    10.1214/15-STS525
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    author
    Giovanni Puccetti
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    Ruodu Wang
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    publication date
    2 October 2018
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    Mathematics Subject Classification ID
    62H05
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    62H20
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    60E05
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    zbMATH DE Number
    6946199
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    zbMATH Keywords
    rearrangement
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    copulas
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    comonotonicity
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    countermonotonicity
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    pairwise countermonotonicity
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    joint mixability
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    \(\Sigma\)-countermonotonicity
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