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Dependence Modeling

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Multivariate measures of concordance for copulas and their marginals

M. D. Taylor
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  • Department of Mathematics, University of Central Florida, Orlando, FL 32816, USA
  • Other articles by this author:
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Published Online: 2016-10-07 | DOI: https://doi.org/10.1515/demo-2016-0013


Building upon earlier work in which axioms were formulated for multivariate measures of concordance, we examine properties of such measures. In particular,we examine the relations between the measure of concordance of an n-copula and the measures of concordance of the copula’s marginals.

Keywords: Multivariate measure of concordance; measure of association; copula


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About the article

Received: 2016-09-01

Accepted: 2016-09-14

Published Online: 2016-10-07

Citation Information: Dependence Modeling, Volume 4, Issue 1, ISSN (Online) 2300-2298, DOI: https://doi.org/10.1515/demo-2016-0013.

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© 2016 M. D. Taylor. This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License. BY-NC-ND 3.0

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