The comonotonicity coefficient: A new measure of positive dependence in a multivariate setting
Year of publication: |
2006-01
|
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Authors: | KOCH, Inge ; DE SCHEPPER, Ann |
Institutions: | Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen |
Subject: | Measure of association | Copula | Dependence | Comonotonicity |
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