Multivariate measures of concordance for copulas and their marginals

• Autorzy: M. D. Taylor
• Języki publikacji: EN

Abstrakty

EN

Building 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.

Słowa kluczowe

EN

Multivariate measure of concordance; measure of association; copula

• Wydawca: De Gruyter Open
• Czasopismo: Dependence Modeling
• Rocznik: 2016
• Tom: 4
• Numer: 1

Daty

otrzymano

2016-09-01

zaakceptowano

2016-09-14

online

2016-10-07

Twórcy

autor

M. D. Taylor

• Department of Mathematics, University of Central Florida, Orlando, FL 32816, USA

Identyfikatory

DOI

10.1515/demo-2016-0013