Multivariate measures of concordance for copulas and their marginals (Q325006): Difference between revisions
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Property / author: Michael D. Taylor / rank | |||
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Property / Mathematics Subject Classification ID: 62H20 / rank | |||
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Property / Mathematics Subject Classification ID: 62H05 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60E05 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6639989 / rank | |||
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Property / zbMATH Keywords | |||
multivariate measure of concordance | |||
Property / zbMATH Keywords: multivariate measure of concordance / rank | |||
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Property / zbMATH Keywords | |||
measure of association | |||
Property / zbMATH Keywords: measure of association / rank | |||
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copula | |||
Property / zbMATH Keywords: copula / rank | |||
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Property / author | |||
Property / author: Michael D. Taylor / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID: W3102141590 / rank | |||
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Property / arXiv ID | |||
Property / arXiv ID: 1004.5023 / rank | |||
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Property / cites work | |||
Property / cites work: Some new parametric families of multivariate copulas / rank | |||
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Property / cites work: Measures of concordance determined by \(D_4\)-invariant copulas / rank | |||
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Property / cites work: Measures of concordance determined by 𝐷₄-invariant measures on (0,1)² / rank | |||
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Property / cites work: Concordance measures for multivariate non-continuous random vectors / rank | |||
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Property / cites work: An introduction to copulas. / rank | |||
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Property / cites work: Q3336431 / rank | |||
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Property / cites work: Multivariate measures of concordance / rank | |||
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Property / cites work: Multivariate versions of Blomqvist's beta and Spearman's footrule / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 17:36, 12 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Multivariate measures of concordance for copulas and their marginals |
scientific article |
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Multivariate measures of concordance for copulas and their marginals (English)
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17 October 2016
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multivariate measure of concordance
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measure of association
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copula
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