Joint mixability
Year of publication: |
August 2016
|
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Authors: | Wang, Bin ; Wang, Ruodu |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 41.2016, 3, p. 808-826
|
Subject: | joint mixability | multivariate dependence | convex optimization | optimal coupling | risk aggregation | Theorie | Theory | Risiko | Risk | Mathematische Optimierung | Mathematical programming | Multivariate Analyse | Multivariate analysis |
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