On Hoeffding-Fréchet bounds and cyclic monotone relations

DOI10.1016/0047-259X(92)90029-FzbMath0745.62055OpenAlexW2040972042MaRDI QIDQ1185841

Martin Knott, C. S. Smith

Publication date: 28 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(92)90029-f

zbMATH Keywords

correlationextremal problemHoeffding-Fréchet boundscyclic monotone relationsexpected value of returnsgeneral cost

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

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