Multivariate Measures of Concordance for Copulas and their Marginals - Mathematics > ProbabilityReport as inadecuate




Multivariate Measures of Concordance for Copulas and their Marginals - Mathematics > Probability - Download this document for free, or read online. Document in PDF available to download.

Abstract: Building upon earlier work in which axioms were formulated for multivariatemeasures of concordance, we examine properties of such measures. In particular,we examine the relations between the measure of concordance of an $n$-copulaand the measures of concordance of the copula-s marginals.



Author: M. D. Taylor

Source: https://arxiv.org/







Related documents