Extreme copulas and the comparison of ordered lists

Theory and Decision

Volumn 62, Issue 3, 2007, Pages 195-217

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

^a GHENT UNIVERSITY   (Belgium)

Author keywords

Comonotonic countermonotonic comparison; Copula; Ordered list; Probabilistic relation; Transitivity

Indexed keywords

MATHEMATICAL OPERATORS; NUMERICAL METHODS; PROBABILITY;

COPULA; COUNTERMONOTONIC COMPARISON; ORDERED LIST; PROBABILISTIC RELATION; TRANSITIVITY;

DECISION THEORY;

EID: 33947590717     PISSN: 00405833     EISSN: 15737187     Source Type: Journal    
DOI: 10.1007/s11238-006-9012-4     Document Type: Article

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