Multivariate measures of concordance
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References listed on IDEAS
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- Thibaut Lux & Antonis Papapantoleon, 2016. "Improved Fr\'echet$-$Hoeffding bounds on $d$-copulas and applications in model-free finance," Papers 1602.08894, arXiv.org, revised Jun 2017.
- Romo Urroz, Juan & Lillo Rodríguez, Rosa Elvira & Valencia García, Dalia Jazmin, 2013. "A Kendall correlation coefficient for functional dependence," DES - Working Papers. Statistics and Econometrics. WS ws133228, Universidad Carlos III de Madrid. Departamento de Estadística.
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More about this item
KeywordsCopula; Concordance; Measures of association; Multivariate measures of association;
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