【摘 要】
：
The Fréchet upper and lower copulas naturally solve many classes of convex optimization problems with fixed marginals.The well-known fact,that the Fréchet
【机 构】
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Department of Statistics&Actuarial Science University of Waterloo 200 University Avenue West Waterlo
【出 处】
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International Workshop on High-Dimensional Dependence and Co
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The Fréchet upper and lower copulas naturally solve many classes of convex optimization problems with fixed marginals.The well-known fact,that the Fréchet lower copula does not exist for dimension greater than two,causes trouble in many convex minimization problems.In this talk,we will study such minimization problems in multi-dimensional cases.The concept of complete mixability,a multi-dimensional generalization of the counter-monotonicity,which however depends highly on the marginals,turns out to be the key to solve such problems.Current research,applications and open questions in this area will be discussed.
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