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MA
2010
Springer
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13 years 9 months ago
Multivariate comonotonicity
In this paper we consider several multivariate extensions of comonotonicity. We show that naive extensions do not enjoy some of the main properties of the univariate concept. In o...
Giovanni Puccetti, Marco Scarsini
ADCM
2007
104views more  ADCM 2007»
13 years 11 months ago
Shape preserving histogram approximation
We present a new method for reconstructing the density function underlying a given histogram. First we analyze the univariate case taking the approximating function in a class of q...
Paolo Costantini, Francesca Pelosi