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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