A new index to measure positive dependence in trivariate distributions

DOI10.1016/J.JMVA.2012.11.007zbMath1259.62051OpenAlexW2066741747WikidataQ105583713 ScholiaQ105583713MaRDI QIDQ1941461

V. A. González-López, Roger B. Nelsen, Jesús E. García

Publication date: 12 March 2013

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.11.007

zbMATH Keywords

copulasmeasure of associationdirectional dependence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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