Multivariate measures of concordance
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 59 (2007)
Issue (Month): 4 (December)
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Web page: http://www.springerlink.com/link.asp?id=102845
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Joe, Harry, 1990. "Multivariate concordance," Journal of Multivariate Analysis, Elsevier, vol. 35(1), pages 12-30, October.
- 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.
- Marta Cardin & Maddalena Manzi, 2008. "Multivariate dependence modeling using copulas," Working Papers 183, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Dhaene, Jan & Linders, Daniël & Schoutens, Wim & Vyncke, David, 2013. "A multivariate dependence measure for aggregating risks," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/410070, Katholieke Universiteit Leuven.
- José Rodríguez-Lallena & Manuel Úbeda-Flores, 2010. "Multivariate copulas with quadratic sections in one variable," Metrika, Springer, vol. 72(3), pages 331-349, November.
- 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.
- Decancq, Koen, 2009. "Copula-based measurement of dependence between dimensions of well-being," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/253173, Katholieke Universiteit Leuven.
- Decancq K, 2009. "Copula-based Measurement of Dependence Between Dimensions of Well-being," Health, Econometrics and Data Group (HEDG) Working Papers 09/32, HEDG, c/o Department of Economics, University of York.
- 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.
- 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.
- 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.
- 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.
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