Multivariate versions of Blomqvist’s beta and Spearman’s footrule
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DOI: 10.1007/BF02915438
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- Sebastian Fuchs & Yann McCord & Klaus D. Schmidt, 2018. "Characterizations of Copulas Attaining the Bounds of Multivariate Kendall’s Tau," Journal of Optimization Theory and Applications, Springer, vol. 178(2), pages 424-438, August.
- 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.
- Ferreira Helena & Ferreira Marta, 2020. "Multivariate medial correlation with applications," Dependence Modeling, De Gruyter, vol. 8(1), pages 361-372, January.
- Fuchs, Sebastian & Di Lascio, F. Marta L. & Durante, Fabrizio, 2021. "Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables," Computational Statistics & Data Analysis, Elsevier, vol. 159(C).
- Angshuman Roy & Anil K. Ghosh & Alok Goswami & C. A. Murthy, 2022. "Some New Copula Based Distribution-free Tests of Independence among Several Random Variables," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 556-596, August.
- Fuchs Sebastian & McCord Yann, 2019. "On the lower bound of Spearman’s footrule," Dependence Modeling, De Gruyter, vol. 7(1), pages 126-132, January.
- 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.
- Koen Decancq, 2020. "Measuring cumulative deprivation and affluence based on the diagonal dependence diagram," Working Papers 2004, Herman Deleeck Centre for Social Policy, University of Antwerp.
- Decancq, Koen, 2020. "Measuring cumulative deprivation and affluence based on the diagonal dependence diagram," LIDAM Reprints CORE 3119, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Koen Decancq, 2020. "Measuring cumulative deprivation and affluence based on the diagonal dependence diagram," Working Papers of Department of Economics, Leuven 652198, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- 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.
- 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.
- Koen Decancq, 2023.
"Cumulative deprivation: identification and aggregation,"
Chapters, in: Udaya R. Wagle (ed.), Research Handbook on Poverty and Inequality, chapter 4, pages 52-67,
Edward Elgar Publishing.
- Koen Decancq, 2022. "Cumulative deprivation: identification and aggregation," Working Papers 604, ECINEQ, Society for the Study of Economic Inequality.
- 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).
- 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.
- Liebscher Eckhard, 2014. "Copula-based dependence measures," Dependence Modeling, De Gruyter, vol. 2(1), pages 1-16, October.
- Damjana Kokol Bukovv{s}ek & Tomav{z} Kov{s}ir & Blav{z} Mojv{s}kerc & Matjav{z} Omladiv{c}, 2020. "Spearman's footrule and Gini's gamma: Local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta," Papers 2009.06221, arXiv.org, revised Jan 2021.
- Ferreira Helena & Ferreira Marta, 2020. "Multivariate medial correlation with applications," Dependence Modeling, De Gruyter, vol. 8(1), pages 361-372, January.
- Martynas Manstavičius, 2022. "Diversity of Bivariate Concordance Measures," Mathematics, MDPI, vol. 10(7), pages 1-18, March.
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Keywords
Blomqvist’s beta; copula; measures of multivariate association; Spearman’s footrule;All these keywords.
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