Directional dependence of random vectors

被引：5
|
作者：
Juan Quesada-Molina, Jose [2 ]
Ubeda-Flores, Manuel [1 ]
机构：
[1] Univ Almeria, Dept Estadist & Matemat Aplicada, Almeria 04120, Spain
[2] Univ Granada, Dept Matemat Aplicada, E-18071 Granada, Spain
来源：
INFORMATION SCIENCES | 2012年 / 215卷
关键词：
Association; Copula; Dependence; Measure of association; Mutual uncorrelation; RANDOM-VARIABLES; ASSOCIATION; COPULAS; INDEPENDENCE;
D O I：
10.1016/j.ins.2012.05.019
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper we define and study several properties of the concept of (multivariate) directional dependence and study the new concept in terms of copulas, and provide new measures of multivariate association based on directional dependence. Finally, we show the relationships of directional dependence with other dependence concepts such as association and conditional dependence. (c) 2012 Elsevier Inc. All rights reserved.
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页码：67 / 74
页数：8
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