Extremal dependence concepts

DOI10.1214/15-STS525zbMath1426.62156arXiv1512.03232WikidataQ87002930 ScholiaQ87002930MaRDI QIDQ1790300

Publication date: 2 October 2018

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.03232

zbMATH Keywords

copulas rearrangement comonotonicity countermonotonicity joint mixability \(\Sigma\)-countermonotonicity pairwise countermonotonicity

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

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