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Characterizations of Copulas Attaining the Bounds of Multivariate Kendall’s Tau.

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Bibliographic Details
Title: Characterizations of Copulas Attaining the Bounds of Multivariate Kendall’s Tau.
Authors: Fuchs, Sebastian1, sebastian.fuchs@unibz.it, McCord, Yann2, yannmccord@gmail.com, Schmidt, Klaus D.2, klaus.d.schmidt@tu-dresden.de
Source: Journal of Optimization Theory & Applications; Aug2018, Vol. 178 Issue 2, p424-438, 15p
Database: Applied Science & Technology Source
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Description
ISSN:00223239
DOI:10.1007/s10957-018-1285-6