Directional rho dependence coefficients are defined for arbitrary dimension and are shown to decompose into lower-dimensional rho-minus coefficients, with rank-based estimators.
(2016).Principles of Copula Theory
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Directional $\rho$-coefficients
Directional rho dependence coefficients are defined for arbitrary dimension and are shown to decompose into lower-dimensional rho-minus coefficients, with rank-based estimators.