Multivariate medial correlation with applications

DOI10.1515/demo-2020-0019zbMath1460.62090arXiv2004.05192OpenAlexW3114526641MaRDI QIDQ830307

Marta Ferreira, Helena Ferreira

Publication date: 7 May 2021

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.05192

zbMATH Keywords

multivariate stochastic orderBlomqvist \(\beta \)multivariate medial correlation

Mathematics Subject Classification ID

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

Cites Work

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• Multivariate measures of concordance for copulas and their marginals
• Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence
• An introduction to copulas.
• Multivariate concordance
• Multivariate measures of concordance
• Multivariate versions of Blomqvist's beta and Spearman's footrule
• Dependence Modeling with Copulas
• On the Interrelation between Dependence Coefficients of Extreme Value Copulas
• On a Measure of Dependence Between two Random Variables

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