Results 71 to 80 of about 489 (106)

Multivariate measures of positive dependence [PDF]

open access: yes
In this paper a set of desirable properties for measures of positive dependence of ordered n-tuples of continuous random variables (n >= 2) is proposed and a class of multivariate positive dependence measures is introduced. We consider the comonotonicity
Marta Cardin
core  

Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions

open access: yesDependence Modeling
Kendall’s tau and conditional Kendall’s tau matrices are multivariate (conditional) dependence measures between the components of a random vector. For large dimensions, available estimators are computationally expensive and can be improved by averaging ...
van der Spek Rutger, Derumigny Alexis
doaj   +1 more source

Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex. [PDF]

open access: yes
The zonoid of a d-dimensional random vector is used as a tool for measuring linear dependence among its components. A preorder of linear dependence is defined through inclusion of the zonoids.
Marco Dall’Aglio, Marco Scarsini
core  

Some theory of bivariate risk attitude [PDF]

open access: yes
In past years the study of the impact of risk attitude among risks has become a major topic, in particular in Decision Sciences. Subsequently the attention was devoted to the more general case of bivariate random variables.
Marta_Cardin, Paola_Ferretti
core  

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