On the transitivity of the comonotonic and countermonotonic comparison of random variables

Journal of Multivariate Analysis

Volumn 98, Issue 1, 2007, Pages 177-193

  De Meyer, H ^a   De Baets, B ^a   De Schuymer, B ^a  

^a GHENT UNIVERSITY   (Belgium)

Author keywords

Comonotonicity; Comparison of random variables; Copulas; Countermonotonicity; Cycle transitivity; Probabilistic relation; Transitivity

Indexed keywords

EID: 33749987251     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2005.05.007     Document Type: Article

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