A measure of multivariate mutual complete dependence
The authors propose a multivariate version of Siburg and Stoimenov's measure of mutual complete dependence. This multivariate version is, however, not the distance between a copula and the product copula C I under the modified Sobolev norm since the set of mutual complete dependence copulas do...
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| Main Authors: | , |
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| 格式: | 雜誌 |
| 出版: |
2018
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| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84877830922&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/47755 |
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| 機構: | Chiang Mai University |