Multivariate measures of concordance for copulas and their marginals-Reference-Cited by-同舟云学术

Multivariate measures of concordance for copulas and their marginals

Published:2016-10-07 Issue:1 Volume:4 Page:
ISSN:2300-2298
Container-title:Dependence Modeling
language:
Short-container-title:

Author:

Taylor M. D.¹

Affiliation:

1. 1Department of Mathematics, University of Central Florida, Orlando, FL 32816, USA

Abstract

AbstractBuilding upon earlier work in which axioms were formulated for multivariate measures of concordance, we examine properties of such measures. In particular,we examine the relations between the measure of concordance of an n-copula and the measures of concordance of the copula’s marginals.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Link

https://www.degruyter.com/document/doi/10.1515/demo-2016-0013/pdf

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