Some properties of multivariate measures of concordance

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dc.creatorTaylor, M. D.
dc.date2008-08-22
dc.date.accessioned2026-07-07T09:57:59Z
dc.date.available2026-07-07T09:57:59Z
dc.descriptionWe explore the consequences of a set of axioms which extend Scarsini's axioms for bivariate measures of concordance to the multivariate case and exhibit the following results: (1) A method of extending measures of concordance from the bivariate case to arbitrarily high dimensions. (2) A formula expressing the measure of concordance of the random vectors $(\pm X_1,...,\pm X_n)$ in terms of the measures of concordance of the "marginal" random vectors $(X_{i_1},...,X_{i_k})$. (3) A method of expressing the measure of concordance of an odd-dimensional copula in terms of the measures of concordance of its even-dimensional marginals. (4) A family of relations which exist between the measures of concordance of the marginals of a given copula.
dc.identifierhttps://arxiv.org/abs/0808.3105
dc.identifierhttp://arxiv.org/abs/0808.3105
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/167550
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60E05
dc.titleSome properties of multivariate measures of concordance
dc.typetext

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