Multivariate measures of concordance

被引：0
|
作者：
M. D. Taylor
机构：
[1] University of Central Florida,Mathematics Department
来源：
Annals of the Institute of Statistical Mathematics | 2007年 / 59卷
关键词：
Copula; Concordance; Measures of association; Multivariate measures of association;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In 1984 Scarsini introduced a set of axioms for measures of concordance of ordered pairs of continuous random variables. We exhibit an extension of these axioms to ordered n-tuples of continuous random variables, n  ≥  2. We derive simple properties of such measures, give examples, and discuss the relation of the extended axioms to multivariate measures of concordance previously discussed in the literature.
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页码：789 / 806
页数：17
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