Directional dependence in multivariate distributions

DOI10.1007/s10463-011-0329-6zbMath1237.62076OpenAlexW1964056644MaRDI QIDQ421436

Manuel Úbeda-Flores, Roger B. Nelsen

Publication date: 23 May 2012

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-011-0329-6

zbMATH Keywords

copulasmeasures of associationdirectional dependencegeneralization of Spearman's rho

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (10)

A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho ⋮ Advances in Complete Mixability ⋮ Coskewness under dependence uncertainty ⋮ The complete mixability and convex minimization problems with monotone marginal densities ⋮ Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case ⋮ Directional dependence of random vectors ⋮ Understanding Directional Dependence Through Angular Correlation ⋮ On the multidimensional extension of countermonotonicity and its applications ⋮ On minimal copulas under the concordance order ⋮ Comparison of stochastic correlation models

Cites Work

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• An introduction to copulas.
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• Multivariate extensions of Spearman's rho and related statistics
• A framework for positive dependence
• Multivariate concordance
• Positive dependence orderings
• Multivariate measures of concordance
• Multivariate versions of Blomqvist's beta and Spearman's footrule
• Some new parametric families of multivariate copulas
• A continuous general multivariate distribution and its properties

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