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Multivariate measures of concordance for copulas and their marginals

M. D. Taylor — 2016

Dependence Modeling

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.

Markov operators and n-copulas

P. Mikusiński; M. D. Taylor — 2009

Annales Polonici Mathematici

We extend the definition of Markov operator in the sense of J. R. Brown and of earlier work of the authors to a setting appropriate to the study of n-copulas. Basic properties of this extension are studied.

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