A suggestion for a multivariate concordance coefficient
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References listed on IDEAS
- Nikolay Nenovsky & S. Statev, 2006. "Introduction," Post-Print halshs-00260898, HAL.
- Koen DECANCQ, 2010. "Copula-based orderings of multivariate dependence," Working Papers Department of Economics ces10.08, KU Leuven, Faculty of Economics and Business, Department of Economics.
- repec:sae:ecolab:v:16:y:2006:i:2:p:1-2 is not listed on IDEAS
- 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.
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KeywordsCopula; Concordance; Local concordance; Measures of multivariate association;
- 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-2014-04-11 (All new papers)
- NEP-ECM-2014-04-11 (Econometrics)
- NEP-GER-2014-04-11 (German Papers)
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