Directional dependence in multivariate distributions

Annals of the Institute of Statistical Mathematics

Volumn 64, Issue 3, 2012, Pages 677-685

  Nelsen, Roger B ^a   Úbeda Flores, Manuel ^b  

^a LEWIS AND CLARK COLLEGE   (United States)

^b UNIVERSITY OF ALMERÍA   (Spain)

Author keywords

Copula; Directional dependence; Measure of association

Indexed keywords

COPULA; DIRECTIONAL DEPENDENCE; MULTIVARIATE DISTRIBUTIONS;

STATISTICS;

MATHEMATICAL TECHNIQUES;

EID: 84856608700     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/s10463-011-0329-6     Document Type: Article

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