IDEAS home Printed from https://ideas.repec.org/a/spr/aistmt/v64y2012i3p677-685.html
   My bibliography  Save this article

Directional dependence in multivariate distributions

Author

Listed:
  • Roger Nelsen
  • Manuel Úbeda-Flores

Abstract

No abstract is available for this item.

Suggested Citation

  • Roger Nelsen & Manuel Úbeda-Flores, 2012. "Directional dependence in multivariate distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 677-685, June.
    • Handle: RePEc:spr:aistmt:v:64:y:2012:i:3:p:677-685
    DOI: 10.1007/s10463-011-0329-6
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10463-011-0329-6
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s10463-011-0329-6?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    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;The Institute of Statistical Mathematics, vol. 41(1), pages 31-45, March.
    3. M. Taylor, 2007. "Multivariate measures of concordance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(4), pages 789-806, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Bernard, Carole & Chen, Jinghui & Rüschendorf, Ludger & Vanduffel, Steven, 2023. "Coskewness under dependence uncertainty," Statistics & Probability Letters, Elsevier, vol. 199(C).
    2. Takaaki Koike & Liyuan Lin & Ruodu Wang, 2022. "Joint mixability and notions of negative dependence," Papers 2204.11438, arXiv.org, revised Jan 2024.
    3. Jae Youn Ahn & Sebastian Fuchs, 2020. "On Minimal Copulas under the Concordance Order," Journal of Optimization Theory and Applications, Springer, vol. 184(3), pages 762-780, March.
    4. García, Jesús E. & González-López, V.A. & Nelsen, R.B., 2013. "A new index to measure positive dependence in trivariate distributions," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 481-495.
    5. Lee, Woojoo & Ahn, Jae Youn, 2014. "On the multidimensional extension of countermonotonicity and its applications," Insurance: Mathematics and Economics, Elsevier, vol. 56(C), pages 68-79.
    6. Billio Monica & Frattarolo Lorenzo & Guégan Dominique, 2021. "Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case," Dependence Modeling, De Gruyter, vol. 9(1), pages 43-61, January.
    7. Pérez, Ana & Prieto-Alaiz, Mercedes, 2016. "A note on nonparametric estimation of copula-based multivariate extensions of Spearman’s rho," Statistics & Probability Letters, Elsevier, vol. 112(C), pages 41-50.
    8. Enrique de Amo & María del Rosario Rodríguez-Griñolo & Manuel Úbeda-Flores, 2024. "Directional Dependence Orders of Random Vectors," Mathematics, MDPI, vol. 12(3), pages 1-14, January.
    9. César García‐Gómez & Ana Pérez & Mercedes Prieto‐Alaiz, 2021. "Copula‐based analysis of multivariate dependence patterns between dimensions of poverty in Europe," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 67(1), pages 165-195, March.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Koen Decancq, 2020. "Measuring cumulative deprivation and affluence based on the diagonal dependence diagram," METRON, Springer;Sapienza Università di Roma, vol. 78(2), pages 103-117, August.
    2. Koen Decancq, 2014. "Copula-based measurement of dependence between dimensions of well-being," Oxford Economic Papers, Oxford University Press, vol. 66(3), pages 681-701.
    3. Ferreira Helena & Ferreira Marta, 2020. "Multivariate medial correlation with applications," Dependence Modeling, De Gruyter, vol. 8(1), pages 361-372, January.
    4. Ferreira Helena & Ferreira Marta, 2020. "Multivariate medial correlation with applications," Dependence Modeling, De Gruyter, vol. 8(1), pages 361-372, January.
    5. 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.
    6. César García‐Gómez & Ana Pérez & Mercedes Prieto‐Alaiz, 2021. "Copula‐based analysis of multivariate dependence patterns between dimensions of poverty in Europe," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 67(1), pages 165-195, March.
    7. Mhamed Mesfioui & Julien Trufin, 2022. "Bounds on Multivariate Kendall’s Tau and Spearman’s Rho for Zero-Inflated Continuous Variables and their Application to Insurance," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 1051-1059, June.
    8. Gijbels, Irène & Kika, Vojtěch & Omelka, Marek, 2021. "On the specification of multivariate association measures and their behaviour with increasing dimension," Journal of Multivariate Analysis, Elsevier, vol. 182(C).
    9. M. Taylor, 2007. "Multivariate measures of concordance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(4), pages 789-806, December.
    10. Antonio Dalessandro & Gareth W. Peters, 2020. "Efficient and Accurate Evaluation Methods for Concordance Measures via Functional Tensor Characterizations of Copulas," Methodology and Computing in Applied Probability, Springer, vol. 22(3), pages 1089-1124, September.
    11. Z. Fang & H. Joe, 1992. "Further developments on some dependence orderings for continuous bivariate distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 44(3), pages 501-517, September.
    12. 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.
    13. García, Jesús E. & González-López, V.A. & Nelsen, R.B., 2013. "A new index to measure positive dependence in trivariate distributions," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 481-495.
    14. Liebscher Eckhard, 2014. "Copula-based dependence measures," Dependence Modeling, De Gruyter, vol. 2(1), pages 1-16, October.
    15. 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.
    16. Jae Youn Ahn & Sebastian Fuchs, 2020. "On Minimal Copulas under the Concordance Order," Journal of Optimization Theory and Applications, Springer, vol. 184(3), pages 762-780, March.
    17. Fabrizio Durante & Roberto Ghiselli-Ricci, 2012. "Supermigrative copulas and positive dependence," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(3), pages 327-342, July.
    18. Ho-Yin Mak & Zuo-Jun Max Shen, 2014. "Pooling and Dependence of Demand and Yield in Multiple-Location Inventory Systems," Manufacturing & Service Operations Management, INFORMS, vol. 16(2), pages 263-269, May.
    19. Di Bernardino Elena & Rullière Didier, 2016. "On an asymmetric extension of multivariate Archimedean copulas based on quadratic form," Dependence Modeling, De Gruyter, vol. 4(1), pages 1-20, December.
    20. Grothe, Oliver & Schnieders, Julius & Segers, Johan, 2013. "Measuring Association and Dependence Between Random Vectors," LIDAM Discussion Papers ISBA 2013026, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:64:y:2012:i:3:p:677-685. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.