Multivariate dependence concepts through copulas

DOI10.1016/J.IJAR.2015.04.004zbMath1381.62138OpenAlexW1979140820MaRDI QIDQ897747

Tonghui Wang, Phuong Anh Nguyen, Zheng Wei

Publication date: 7 December 2015

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2015.04.004

zbMATH Keywords

copulalinear interpolationmultivariate skew normal distributionpositively quadrant dependentaffiliationaffiliated signals

Mathematics Subject Classification ID

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

Related Items (3)

The essential dependence for a group of random vectors ⋮ Asymmetric dependence in the stochastic frontier model using skew normal copula ⋮ Conditional Dependence Among Oil, Gold and U.S. Dollar Exchange Rates: A Copula-GARCH Approach

Cites Work

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• A Theory of Auctions and Competitive Bidding
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• The Affiliation Effect in First-Price Auctions

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