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协调性与反协调性：基于似然估计的回顾和影响

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
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引用次数: 0

摘要

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...
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Comonotonicity and counter-monotonicity: Review and implications for likelihood-based estimation
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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来源期刊
Communications in Statistics - Theory and Methods
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.
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