Directional dependence in multivariate distributions

被引：16

作者：

Nelsen, Roger B. ^{[2
]}

Ubeda-Flores, Manuel ^{[1
]}

机构：

[1] Univ Almeria, Dept Estadist & Matemat Aplicada, La Canada De San Urbano 04120, Almeria, Spain

[2] Lewis & Clark Coll, Dept Math Sci, Portland, OR 97219 USA

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 2012年 / 64卷 / 03期

关键词：

Copula; Directional dependence; Measure of association; POSITIVE DEPENDENCE; CONCORDANCE;

D O I：

10.1007/s10463-011-0329-6

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we develop some coefficients which can be used to detect dependence in multivariate distributions not detected by several known measures of multivariate association. Several examples illustrate our results.

引用

页码：677 / 685

页数：9

共 19 条

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