N-dimensional measures of dependence.

Wolff, Edward F.. "N-dimensional measures of dependence.." Stochastica 4.3 (1980): 175-188. <http://eudml.org/doc/38838>.

@article{Wolff1980,
abstract = {In recent joint papers with B. Schweizer, we used the notion of a copula to introduce a family of symmetric, nonparametric measures of dependence of two random variables. Here, we present n-dimensional extensions of these measures and of Spearman's ro. We study them vis-a-vis appropriate higher dimensional analogues of Rényi's axioms for measures of dependence, determine relations among them, and in some cases establish reduction formulae for their computation.},
author = {Wolff, Edward F.},
journal = {Stochastica},
keywords = {Dependencia; Función cópula; Estocástica; Multidimensional; Medidas; Variables aleatorias; copula; higher dimensional analogues of Renyi axioms; Spearman rho},
language = {eng},
number = {3},
pages = {175-188},
title = {N-dimensional measures of dependence.},
url = {http://eudml.org/doc/38838},
volume = {4},
year = {1980},
}

TY - JOUR
AU - Wolff, Edward F.
TI - N-dimensional measures of dependence.
JO - Stochastica
PY - 1980
VL - 4
IS - 3
SP - 175
EP - 188
AB - In recent joint papers with B. Schweizer, we used the notion of a copula to introduce a family of symmetric, nonparametric measures of dependence of two random variables. Here, we present n-dimensional extensions of these measures and of Spearman's ro. We study them vis-a-vis appropriate higher dimensional analogues of Rényi's axioms for measures of dependence, determine relations among them, and in some cases establish reduction formulae for their computation.
LA - eng
KW - Dependencia; Función cópula; Estocástica; Multidimensional; Medidas; Variables aleatorias; copula; higher dimensional analogues of Renyi axioms; Spearman rho
UR - http://eudml.org/doc/38838
ER -