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- Publisher Website: 10.1016/j.cam.2016.12.032
- Scopus: eid_2-s2.0-85008913767
- WOS: WOS:000394628800038
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Article: Multivariate countermonotonicity and the minimal copulas
Title | Multivariate countermonotonicity and the minimal copulas |
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Authors | |
Keywords | Comonotonicity Countermonotonicity Minimal copula Variance minimization |
Issue Date | 2017 |
Publisher | Elsevier. 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? |
Persistent Identifier | http://hdl.handle.net/10722/248568 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Lee, W | - |
dc.contributor.author | Cheung, KC | - |
dc.contributor.author | Ahn, J | - |
dc.date.accessioned | 2017-10-18T08:45:12Z | - |
dc.date.available | 2017-10-18T08:45:12Z | - |
dc.date.issued | 2017 | - |
dc.identifier.citation | Journal of Computational and Applied Mathematics, 2017, v. 317, p. 589-602 | - |
dc.identifier.uri | http://hdl.handle.net/10722/248568 | - |
dc.language | eng | - |
dc.publisher | Elsevier. The Journal's web site is located at http://www.elsevier.com/locate/cam | - |
dc.relation.ispartof | Journal of Computational and Applied Mathematics | - |
dc.rights | Posting 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.subject | Comonotonicity | - |
dc.subject | Countermonotonicity | - |
dc.subject | Minimal copula | - |
dc.subject | Variance minimization | - |
dc.title | Multivariate countermonotonicity and the minimal copulas | - |
dc.type | Article | - |
dc.identifier.email | Cheung, KC: kccg@hku.hk | - |
dc.identifier.authority | Cheung, KC=rp00677 | - |
dc.identifier.doi | 10.1016/j.cam.2016.12.032 | - |
dc.identifier.scopus | eid_2-s2.0-85008913767 | - |
dc.identifier.hkuros | 280192 | - |
dc.identifier.volume | 317 | - |
dc.identifier.spage | 589 | - |
dc.identifier.epage | 602 | - |
dc.identifier.isi | WOS:000394628800038 | - |