JOURNAL ARTICLE

Multivariate comonotonicity

Giovanni PuccettiMarco Scarsini

Year: 2009 Journal:   Journal of Multivariate Analysis Vol: 101 (1)Pages: 291-304   Publisher: Elsevier BV
Keywords:
Univariate Multivariate statistics Mathematics Multivariate analysis Econometrics Order (exchange) Statistics Economics Finance

Metrics

67
Cited By
5.92
FWCI (Field Weighted Citation Impact)
63
Refs
0.97
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Advanced Statistical Methods and Models
Physical Sciences →  Mathematics →  Statistics and Probability
Rough Sets and Fuzzy Logic
Physical Sciences →  Computer Science →  Computational Theory and Mathematics
Data Management and Algorithms
Physical Sciences →  Computer Science →  Signal Processing

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