A novel positive dependence property and its impact on a popular class of concordance measures

DOI10.1016/j.jmva.2023.105259arXiv2306.09676OpenAlexW4388948613MaRDI QIDQ6189152

Publication date: 12 January 2024

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2306.09676

zbMATH Keywords

copula estimator test measures of concordance dependence property

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate analysis (62Hxx)

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