Multivariate countermonotonicity and the minimal copulas (Q508035)
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scientific article; zbMATH DE number 6682824
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| English | Multivariate countermonotonicity and the minimal copulas |
scientific article; zbMATH DE number 6682824 |
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Multivariate countermonotonicity and the minimal copulas (English)
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9 February 2017
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countermonotonicity
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comonotonicity
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minimal copula
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variance minimization
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0.8129329681396484
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0.7789387702941895
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0.774212658405304
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0.7521476149559021
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