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  • 标题:Multivariate measures of concordance for copulas and their marginals
  • 本地全文:下载
  • 作者:M. D. Taylor
  • 期刊名称:Dependence Modeling
  • 电子版ISSN:2300-2298
  • 出版年度:2016
  • 卷号:-1
  • 期号:open-issue
  • 页码:224-236
  • DOI:10.1515/demo-2016-0013
  • 出版社:Walter de Gruyter GmbH
  • 摘要:Building upon earlier work in which axioms were formulated for multivariate measures of concordance, we examine properties of such measures.In particular,we examine the relations between the measure of concordance of an n-copula and the measures of concordance of the copula’s marginals.
  • 关键词:Multivariate measure of concordance ; measure of association ; copula
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