Dependence patterns of random variables: geometric properties of copulas

DOI10.1142/9789812567765_0008MaRDI QIDQ5299715zbMATH OpenOpenAlexFDO

Authors Samuel Kotz, Gang Wei, Hong-Bin Fang

Publication date 21 June 2013

Published in Contemporary Multivariate Analysis and Design of Experiments (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9789812567765_0008

zbMATH Keywords

dependence indexdependence measureslocal dependence functionsmultivariate distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• Dependence of random variables based on copula theory
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• scientific article; zbMATH DE number 2209495
• Distribution functions of multivariate copulas.

Cited in

(2)

• Geometry of a corelation coefficient under a copula
• Dependence patterns associated with the fundamental diagram: a copula function approach

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