Multivariate versions of Blomqvist's beta and Spearman's footrule

DOI10.1007/BF02915438zbMath1093.62060MaRDI QIDQ2495336

Manuel Úbeda-Flores

Publication date: 5 July 2006

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

zbMATH Keywords

copula; Spearman's footrule; measures of multivariate association

Mathematics Subject Classification ID

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

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Related Items

Multivariate copulas with cubic sections in one variable, Directional dependence in multivariate distributions, Multivariate copulas with quadratic sections in one variable, Concordance measures for multivariate non-continuous random vectors, A multivariate version of Hoeffding's phi-square, A multivariate version of Gini's rank association coefficient, A functional for copulas and quasi-copulas, On a family of multivariate copulas for aggregation processes, Multivariate measures of concordance, Spearman's footrule and Gini's gamma: a review with complements

Cites Work

• An introduction to copulas. Properties and applications
• Best-Possible Bounds on Sets of Multivariate Distribution Functions
• A Comparison of Bounds on Sets of Joint Distribution Functions Derived from Various Measures of Association
• Some concepts of bivariate symmetry
• On a Measure of Dependence Between two Random Variables