Multivariate measures of concordance for copulas and their marginals
Dependence Modeling (2016)
- Volume: 4, Issue: 1, page 224-236, electronic only
- ISSN: 2300-2298
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topM. D. Taylor. "Multivariate measures of concordance for copulas and their marginals." Dependence Modeling 4.1 (2016): 224-236, electronic only. <http://eudml.org/doc/287090>.
@article{M2016,
abstract = {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.},
author = {M. D. Taylor},
journal = {Dependence Modeling},
keywords = {Multivariate measure of concordance; measure of association; copula; multivariate measure of concordance},
language = {eng},
number = {1},
pages = {224-236, electronic only},
title = {Multivariate measures of concordance for copulas and their marginals},
url = {http://eudml.org/doc/287090},
volume = {4},
year = {2016},
}
TY - JOUR
AU - M. D. Taylor
TI - Multivariate measures of concordance for copulas and their marginals
JO - Dependence Modeling
PY - 2016
VL - 4
IS - 1
SP - 224
EP - 236, electronic only
AB - 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.
LA - eng
KW - Multivariate measure of concordance; measure of association; copula; multivariate measure of concordance
UR - http://eudml.org/doc/287090
ER -
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