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 CIunder the modified Sobolev norm since the set of mutual complete dependence copulas does...
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| Main Authors: | , |
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| Format: | Journal |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84877830922&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/52440 |
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| Institution: | Chiang Mai University |