Multivariate medial correlation with applications

Dependence Modeling

Journal Article

<jats:title>Abstract</jats:title><jats:p>We define a multivariate medial correlation coefficient that extends the probabilistic interpretation and properties of Blomqvist’s β coefficient, incorporates multivariate marginal dependencies and it preserves a partial ordering stronger than concordance relation. We illustrate the results in some models and provide an application on real datasets.</jats:p>

Publication

Year of publication: 2020

Volume: 8

Issue: 1

Pages: 361--372

Identifiers

ISSN: 2300-2298

Locators

Alternative Titles