Multivariate Measures of Concordance for Copulas and their Marginals
classification
🧮 math.PR
keywords
concordancemeasurescopulaexaminemarginalsmultivariateaxiomsbuilding
read the original 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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.