6 citations · 12 across the 2 of their papers we have counts for
2 papers
math.PR2010★ 6 cited
Multivariate Measures of Concordance for Copulas and their Marginals
M. D. Taylor
Building upon earlier work in which axioms were formulated for multivariate measures of concordance, we examine properties of such measures. In particular, we examine the relations…
math.PR2008★ 6 cited
Some properties of multivariate measures of concordance
M. D. Taylor
We 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)…