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Multivariate measures of concordance


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  • M. Taylor


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    Bibliographic Info

    Article provided by Springer in its journal Annals of the Institute of Statistical Mathematics.

    Volume (Year): 59 (2007)
    Issue (Month): 4 (December)
    Pages: 789-806

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    Handle: RePEc:spr:aistmt:v:59:y:2007:i:4:p:789-806

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    Keywords: Copula; Concordance; Measures of association; Multivariate measures of association;


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    1. Joe, Harry, 1990. "Multivariate concordance," Journal of Multivariate Analysis, Elsevier, vol. 35(1), pages 12-30, October.
    2. George Kimeldorf & Allan Sampson, 1989. "A framework for positive dependence," Annals of the Institute of Statistical Mathematics, Springer, vol. 41(1), pages 31-45, March.
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    Cited by:
    1. José Rodríguez-Lallena & Manuel Úbeda-Flores, 2010. "Multivariate copulas with quadratic sections in one variable," Metrika, Springer, vol. 72(3), pages 331-349, November.
    2. Koen DECANCQ, 2009. "Copula-based measurement of dependence between dimensions of well-being," Center for Economic Studies - Discussion papers ces09.24, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
    3. Silvia Terzi & Luca Moroni, 2014. "A suggestion for a multivariate concordance coefficient," Departmental Working Papers of Economics - University 'Roma Tre' 0189, Department of Economics - University Roma Tre.
    4. Dalia Jazmín Valencia García & Rosa E. Lillo & Juan Romo, 2013. "A Kendall correlation coefficient for functional dependence," Statistics and Econometrics Working Papers ws133228, Universidad Carlos III, Departamento de Estadística y Econometría.
    5. Roger Nelsen & Manuel Úbeda-Flores, 2012. "Directional dependence in multivariate distributions," Annals of the Institute of Statistical Mathematics, Springer, vol. 64(3), pages 677-685, June.
    6. Marta Cardin & Maddalena Manzi, 2008. "Multivariate dependence modeling using copulas," Working Papers 183, Department of Applied Mathematics, Università Ca' Foscari Venezia.
    7. Edwards, H.H. & Taylor, M.D., 2009. "Characterizations of degree one bivariate measures of concordance," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1777-1791, September.
    8. Mesfioui, Mhamed & Quessy, Jean-François, 2010. "Concordance measures for multivariate non-continuous random vectors," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2398-2410, November.
    9. Gaißer, Sandra & Ruppert, Martin & Schmid, Friedrich, 2010. "A multivariate version of Hoeffding's Phi-Square," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2571-2586, November.


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