{
  "id": "0808.3105",
  "version": "v1",
  "published": "2008-08-22T16:01:38.000Z",
  "updated": "2008-08-22T16:01:38.000Z",
  "title": "Some properties of multivariate measures of concordance",
  "authors": [
    "M. D. Taylor"
  ],
  "categories": [
    "math.PR",
    "math.ST",
    "stat.TH"
  ],
  "abstract": "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) A method of extending measures of concordance from the bivariate case to arbitrarily high dimensions. (2) A formula expressing the measure of concordance of the random vectors $(\\pm X_1,...,\\pm X_n)$ in terms of the measures of concordance of the \"marginal\" random vectors $(X_{i_1},...,X_{i_k})$. (3) A method of expressing the measure of concordance of an odd-dimensional copula in terms of the measures of concordance of its even-dimensional marginals. (4) A family of relations which exist between the measures of concordance of the marginals of a given copula.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2008-08-22T16:01:38.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60E05"
    ],
    "keywords": [
      "concordance",
      "multivariate measures",
      "properties",
      "random vectors",
      "extend scarsinis axioms"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2008arXiv0808.3105T"
    }
  }
}