Directional dependence in multivariate distributions

DOI10.1007/S10463-011-0329-6MaRDI QIDQ421436zbMATHOpenAlexFDO

Authors Roger B. Nelsen, Manuel Úbeda-Flores

Publication date 23 May 2012

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-011-0329-6

zbMATH Keywords

copulasmeasures of associationdirectional dependencegeneralization of Spearman's rho

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites work

• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• scientific article; zbMATH DE number 222634 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• A continuous general multivariate distribution and its properties
• A framework for positive dependence
• An introduction to copulas.
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• Multivariate concordance
• Multivariate extensions of Spearman's rho and related statistics
• Multivariate measures of concordance
• Multivariate versions of Blomqvist's beta and Spearman's footrule
• Positive dependence orderings
• Some new parametric families of multivariate copulas

Cited in

(16)

• A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho
• The complete mixability and convex minimization problems with monotone marginal densities
• Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case
• Comparison of stochastic correlation models
• On the multidimensional extension of countermonotonicity and its applications
• Increasing interdependence of multivariate distributions
• Detecting directional couplings from multivariate flows by the joint distance distribution
• Understanding directional dependence through angular correlation
• Living on the edge: an unified approach to antithetic sampling
• Nonparametric estimation of the multivariate Spearman's footrule: a further discussion
• Advances in complete mixability
• A possibly asymmetric multivariate generalization of the Möbius distribution for directional data
• On minimal copulas under the concordance order
• Directional distributions for multi-dimensional random point processes
• Coskewness under dependence uncertainty
• Directional dependence of random vectors

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