Comonotonicity and counter-monotonicity: Review and implications for likelihood-based estimation

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Communications in Statistics - Theory and Methods Pub Date : 2024-06-30 DOI:10.1080/03610926.2024.2363875

Juliana Schulz, Christian Genest

引用次数: 0

Abstract

Comonotonicity and counter-monotonicity refer to the strongest possible form of dependence, namely perfect positive and negative dependence, respectively. For continuous random vectors, comonotonic...

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协调性与反协调性：基于似然估计的回顾和影响

协调性和反协调性指的是可能存在的最强依赖形式，即完全正依赖和完全负依赖。对于连续随机向量，协调性...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Communications in Statistics - Theory and Methods 数学-统计学与概率论

CiteScore

2.00

自引率

12.50%

发文量

320

审稿时长

7.5 months

期刊介绍： The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.