Dependence Patterns of Random Variables: Geometric Properties of Copulas

DOI10.1142/9789812567765_0008zbMATH Open1266.62033OpenAlexW2501903210MaRDI QIDQ5299715

Samuel Kotz, Gang Wei, Hong-Bin Fang

Publication date: 21 June 2013

Published in: Contemporary Multivariate Analysis and Design of Experiments (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789812567765_0008

zbMATH Keywords

dependence measuresmultivariate distributionsdependence indexlocal dependence functions

Mathematics Subject Classification ID

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

Related Items (1)

Geometry of a corelation coefficient under a copula

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