Copula-based orderings of multivariate dependence
Download full text from publisher
Other versions of this item:
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- 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.
- Koen DECANCQ, 2009. "Copula-based measurement of dependence between dimensions of well-being," Working Papers Department of Economics ces09.24, KU Leuven, Faculty of Economics and Business, Department of Economics.
- DECANCQ, Koen, 2014. "Copula-based measurement of dependence between dimensions of well-being," CORE Discussion Papers RP 2663, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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.
More about this item
Keywordscopula; concordance ordering; dependence measures; dependence orderings; multivariate stochastic dominance; supermodular ordering.;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-12-23 (All new papers)
StatisticsAccess and download statistics
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:ete:ceswps:ces10.08. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (library EBIB). General contact details of provider: http://feb.kuleuven.be/Economics/ .
We have no references for this item. You can help adding them by using this form .