Characterizations of Copulas Attaining the Bounds of Multivariate Kendall's Tau.
Sebastian FuchsYann McCordKlaus D. SchmidtPublished in: J. Optim. Theory Appl. (2018)
Keyphrases
- dependence structure
- lower bound
- upper bound
- upper and lower bounds
- marginal distributions
- worst case
- multivariate data
- regression model
- multiscale
- aggregation functions
- scale spaces
- lower and upper bounds
- data sets
- mixed data
- distribution free
- error bounds
- probability distribution
- high dimensional
- multivariate time series
- scale space
- query processing
- database
- probability distribution function
- confidence bounds