Year: 2016
Type: article
Abstract: Building upon earlier work in which axioms were formulated for multivariate measures of concordance, we examine properties of such measures. In particular,we examine the relations between the measure of concordance of an n-copula and the measures of concordance of the copula’s marginals.
Source: Dependence Modeling
Author: M. D. Taylor
Institution: University of Central Florida
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: gold
Estimated APC paid: $1,187
OpenAlex ID: W1804916686