Multivariate measures of concordance for copulas and their marginals

DOI10.1515/demo-2016-0013zbMath1349.62244arXiv1004.5023OpenAlexW3102141590MaRDI QIDQ325006

Michael D. Taylor

Publication date: 17 October 2016

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.5023

zbMATH Keywords

copulameasure of associationmultivariate measure of concordance

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

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