Central regions and dependency

DOI10.1023/A:1024144420002zbMath1043.62056OpenAlexW1495680274MaRDI QIDQ1397226

Karl C. Mosler

Publication date: 27 July 2003

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1024144420002

zbMATH Keywords

generalized correlationdata depthtrimmed regionsdependence orderlift zonoid volume

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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The zonoid region parameter depth ⋮ Multivariate Lorenz dominance based on zonoids

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