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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Bibliographic Details
Main Authors: Santi Tasena, Sompong Dhompongsa
Format: Journal
Published: 2018
Online Access: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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Institution: Chiang Mai University
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