Some properties of multivariate measures of concordance

التفاصيل البيبلوغرافية
العنوان: Some properties of multivariate measures of concordance
المؤلفون: Taylor, M. D.
بيانات النشر: arXiv, 2008.
سنة النشر: 2008
مصطلحات موضوعية: Probability (math.PR), FOS: Mathematics, Mathematics - Statistics Theory, Astrophysics::Cosmology and Extragalactic Astrophysics, Statistics Theory (math.ST), 60E05, Mathematics::Geometric Topology, Mathematics - Probability
الوصف: We explore the consequences of a set of axioms which extend Scarsini's axioms for bivariate measures of concordance to the multivariate case and exhibit the following results: (1) A method of extending measures of concordance from the bivariate case to arbitrarily high dimensions. (2) A formula expressing the measure of concordance of the random vectors $(\pm X_1,...,\pm X_n)$ in terms of the measures of concordance of the "marginal" random vectors $(X_{i_1},...,X_{i_k})$. (3) A method of expressing the measure of concordance of an odd-dimensional copula in terms of the measures of concordance of its even-dimensional marginals. (4) A family of relations which exist between the measures of concordance of the marginals of a given copula.
DOI: 10.48550/arxiv.0808.3105
الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::85ca5d6ee66485c708052e0a8fe1e776Test
حقوق: OPEN
رقم الانضمام: edsair.doi.dedup.....85ca5d6ee66485c708052e0a8fe1e776
قاعدة البيانات: OpenAIRE