On minimal copulas under the concordance order

DOI10.1007/s10957-019-01618-4zbMath1433.49024arXiv1809.06099OpenAlexW2995460205WikidataQ126584339 ScholiaQ126584339MaRDI QIDQ2302826

Sebastian Fuchs, Jae Youn Ahn

Publication date: 26 February 2020

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.06099

zbMATH Keywords

optimizationKendall's tauSpearman's rhocountermonotonicityminimal copulaconcordance orderextreme negative dependence

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05) Optimality conditions (49K99) Existence theories in calculus of variations and optimal control (49J99)

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On order statistics and Kendall's tau ⋮ Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables

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