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Article: Multivariate countermonotonicity and the minimal copulas

TitleMultivariate countermonotonicity and the minimal copulas
Authors
Lee, WCheung, KCAhn, J
KeywordsComonotonicity
Countermonotonicity
Minimal copula
Variance minimization
Issue Date2017
PublisherElsevier. The Journal's web site is located at http://www.elsevier.com/locate/cam
Citation
Journal of Computational and Applied Mathematics, 2017, v. 317, p. 589-602 How to Cite?
DOI: http://dx.doi.org/10.1016/j.cam.2016.12.032
Persistent Identifierhttp://hdl.handle.net/10722/248568
ISI Accession Number ID
WOS:000394628800038

 

DC FieldValueLanguage
dc.contributor.authorLee, W-
dc.contributor.authorCheung, KC-
dc.contributor.authorAhn, J-
dc.date.accessioned2017-10-18T08:45:12Z-
dc.date.available2017-10-18T08:45:12Z-
dc.date.issued2017-
dc.identifier.citationJournal of Computational and Applied Mathematics, 2017, v. 317, p. 589-602-
dc.identifier.urihttp://hdl.handle.net/10722/248568-
dc.languageeng-
dc.publisherElsevier. The Journal's web site is located at http://www.elsevier.com/locate/cam-
dc.relation.ispartofJournal of Computational and Applied Mathematics-
dc.rightsPosting accepted manuscript (postprint): © <year>. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/-
dc.subjectComonotonicity-
dc.subjectCountermonotonicity-
dc.subjectMinimal copula-
dc.subjectVariance minimization-
dc.titleMultivariate countermonotonicity and the minimal copulas-
dc.typeArticle-
dc.identifier.emailCheung, KC: kccg@hku.hk-
dc.identifier.authorityCheung, KC=rp00677-
dc.identifier.doi10.1016/j.cam.2016.12.032-
dc.identifier.scopuseid_2-s2.0-85008913767-
dc.identifier.hkuros280192-
dc.identifier.volume317-
dc.identifier.spage589-
dc.identifier.epage602-
dc.identifier.isiWOS:000394628800038-

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