Multivariate measures of concordance
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DOI: 10.1007/s10463-006-0076-2
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References listed on IDEAS
- Joe, Harry, 1990. "Multivariate concordance," Journal of Multivariate Analysis, Elsevier, vol. 35(1), pages 12-30, October.
- George Kimeldorf & Allan Sampson, 1989. "A framework for positive dependence," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 41(1), pages 31-45, March.
- Marco Scarsini, 1984. "On measures of concordance," Post-Print hal-00542380, HAL.
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Keywords
Copula; Concordance; Measures of association; Multivariate measures of association;All these keywords.
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