Multivariate measures of positive dependence

MaRDI QIDQ5192265zbMATH OpenFDO

Authors Marta Cardin

Publication date 4 August 2009

Full work available at URL http://www.m-hikari.com/ijcms-password2009/1-4-2009/index.html

zbMATH Keywords

comonotonicitycopulameasures of dependence

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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(9)

• Descriptive measures of multivariate scatter and linear dependence
• Detecting positive correlations in a multivariate sample
• Some notions of multivariate positive dependence
• scientific article; zbMATH DE number 426230 (Why is no real title available?)
• Increasing interdependence of multivariate distributions
• Positive Dependence of Signals
• scientific article; zbMATH DE number 5238210 (Why is no real title available?)
• scientific article; zbMATH DE number 7713275 (Why is no real title available?)
• A framework for positive dependence

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