Measuring Comonotonicity in M-Dimensional Vectors (Q3008261)
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scientific article; zbMATH DE number 5907986
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Measuring Comonotonicity in M-Dimensional Vectors |
scientific article; zbMATH DE number 5907986 |
Statements
15 June 2011
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dependence
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correlation
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concordance
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copulas
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Measuring Comonotonicity in M-Dimensional Vectors (English)
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0.8405979
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0.83696896
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0.8338681
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