Multivariate comonotonicity
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DOI: 10.1016/j.jmva.2009.08.003
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Other versions of this item:
- Puccetti, Giovanni & Scarsini, Marco, 2010. "Multivariate comonotonicity," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 291-304, January.
References listed on IDEAS
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Keywords
Cyclical monotonicity; Rearrangements; Optimal coupling; Copula; Supermodular function.; Supermodular function;All these keywords.
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