| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1146729 | Journal of Multivariate Analysis | 2010 | 14 Pages |
Abstract
In this paper we consider several multivariate extensions of comonotonicity. We show that naive extensions do not enjoy some of the main properties of the univariate concept. In order to have these properties, more structures are needed than in the univariate case.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Giovanni Puccetti, Marco Scarsini,