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Multivariate Measures of Concordance for Copulas and their Marginals
- Source :
- Depend.Model. 4 (2016) 224-236
- Publication Year :
- 2010
-
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.
- Subjects :
- Mathematics - Probability
Primary 62H20 Secondary 62H05, 60E05
Subjects
Details
- Database :
- arXiv
- Journal :
- Depend.Model. 4 (2016) 224-236
- Publication Type :
- Report
- Accession number :
- edsarx.1004.5023
- Document Type :
- Working Paper
- Full Text :
- https://doi.org/10.1515/demo-2016-0013