Measuring Comonotonicity in M-Dimensional Vectors (Q3008261)

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scientific article
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English
Measuring Comonotonicity in M-Dimensional Vectors
scientific article

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    author
    Inge Koch
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    Ann De Schepper
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    publication date
    15 June 2011
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    Mathematics Subject Classification ID
    62H20
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    62H05
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    62P05
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    zbMATH DE Number
    5907986
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    zbMATH Keywords
    dependence
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    correlation
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    concordance
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    copulas
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    OpenAlex ID
    W2281413552
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    title
    Measuring Comonotonicity in M-Dimensional Vectors (English)
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