Multivariate measures of concordance
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Publication:2477007
DOI10.1007/s10463-006-0076-2zbMath1131.62054OpenAlexW2062862174MaRDI QIDQ2477007
Publication date: 12 March 2008
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-006-0076-2
Measures of association (correlation, canonical correlation, etc.) (62H20) Foundations and philosophical topics in statistics (62A01)
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- Multivariate concordance
- Positive dependence orderings
- Multivariate versions of Blomqvist's beta and Spearman's footrule
- Some new parametric families of multivariate copulas
- Measures of concordance determined by 𝐷₄-invariant measures on (0,1)²
- A Note on Average Tau as a Measure of Concordance
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