A novel positive dependence property and its impact on a popular class of concordance measures
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Publication:6189152
DOI10.1016/j.jmva.2023.105259arXiv2306.09676OpenAlexW4388948613MaRDI QIDQ6189152
Marco Tschimpke, Sebastian Fuchs
Publication date: 12 January 2024
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2306.09676
Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate analysis (62Hxx)
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