Title of article
Directional dependence of random vectors
Author/Authors
José Juan Quesada-Molina، نويسنده , , Manuel ?beda-Flores، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2012
Pages
8
From page
67
To page
74
Abstract
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.
Keywords
Mutual uncorrelation , Measure of association , dependence , Copula , association
Journal title
Information Sciences
Serial Year
2012
Journal title
Information Sciences
Record number
1215232
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