Multivariate comonotonicity
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Publication:1041082
DOI10.1016/j.jmva.2009.08.003zbMath1184.62081OpenAlexW2912721996MaRDI QIDQ1041082
Giovanni Puccetti, Marco Scarsini
Publication date: 27 November 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2009.08.003
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
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