Characterizations of copulas attaining the bounds of multivariate Kendall's tau
type: Item
instance of: scholarly article
title: Characterizations of copulas attaining the bounds of multivariate Kendall's tau
zbMATH Open document ID: 1418.62222
author: Sebastian Fuchs
author: Yann McCord
author: Klaus D. Schmidt
published in: Journal of Optimization Theory and Applications
publication date: 2018-09-04T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62G30
zbMATH DE Number: 6931958
zbMATH Keywords: Kendall's tau
zbMATH Keywords: measures of concordance
zbMATH Keywords: copulas
zbMATH Keywords: shuffles of copulas
zbMATH Keywords: countermonotonicity
MaRDI profile type: Publication
full work available at URL: s10957-018-1285-6
OpenAlex ID: W2802587308
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Wikidata QID: Q129978102
DOI: 10.1007/S10957-018-1285-6
description: scientific article; zbMATH DE number 6931958