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Simple characterizations of Fréchet bounds by extremal correlations
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Authors:
Denuit, Michel
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Dhaene, Jan
Year: 2003 Publisher: Leuven : KUL. Department of applied economic sciences,
Year: 2003 Publisher: Leuven : KUL. Department of applied economic sciences,
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Abstract
Keywords
Fréchet bounds. --- Fréchet spaces. --- Measures of association.
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