Multivariate Measures of Concordance for Copulas and their Marginals

التفاصيل البيبلوغرافية
العنوان: Multivariate Measures of Concordance for Copulas and their Marginals
المؤلفون: Taylor, M. D.
المصدر: Depend.Model. 4 (2016) 224-236
سنة النشر: 2010
المجموعة: Mathematics
مصطلحات موضوعية: Mathematics - Probability, Primary 62H20 Secondary 62H05, 60E05
الوصف: 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.
نوع الوثيقة: Working Paper
DOI: 10.1515/demo-2016-0013
الوصول الحر: http://arxiv.org/abs/1004.5023Test
رقم الانضمام: edsarx.1004.5023
قاعدة البيانات: arXiv