Simple characterizations of comonotonicity and countermonotonicity by extremal correlations (Q2968268)
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scientific article; zbMATH DE number 6693913
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| English | Simple characterizations of comonotonicity and countermonotonicity by extremal correlations |
scientific article; zbMATH DE number 6693913 |
Statements
13 March 2017
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comonotonicity
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countermonotonicity
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Fréchet spaces
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Fréchet bounds
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measures of association
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0.7425596714019775
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0.7310214042663574
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0.7293485403060913
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0.7291157841682434
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0.728264570236206
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