On the specification of multivariate association measures and their behaviour with increasing dimension

DOI10.1016/j.jmva.2020.104704zbMath1459.62091OpenAlexW3109955000MaRDI QIDQ2222230

Marek Omelka, Vojtěch Kika, Irène Gijbels

Publication date: 26 January 2021

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

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/667507

zbMATH Keywords

copulasassociation measuresnonparametric estimationArchimedean copulasmeta-elliptical copulasEnvironmental Quality Index (EQI)

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

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Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables, Stochastic representation of FGM copulas using multivariate Bernoulli random variables, A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions, Study of partial and average conditional Kendall's tau

Uses Software

• R

Cites Work

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