Multivariate medial correlation with applications

Utilize este identificador para referenciar este registo: https://hdl.handle.net/1822/72330

Título:	Multivariate medial correlation with applications
Autor(es):	Ferreira, Helena Ferreira, Marta Susana
Palavras-chave:	Blomqvist β Multivariate medial correlation Multivariate stochastic order Blomqvist beta
Data:	2020
Editora:	De Gruyter Open
Revista:	Dependence Modeling
Resumo(s):	We define a multivariate medial correlation coefficient that extends the probabilistic interpretation and properties of Blomqvist's $\beta$ coefficient, incorporates multivariate marginal dependencies and it preserves a partial ordering stronger than concordance relation. We illustrate the results in some models and provide an application on real datasets.
Tipo:	Artigo
URI:	https://hdl.handle.net/1822/72330
DOI:	10.1515/demo-2020-0019
ISSN:	2300-2298
Versão da editora:	https://www.degruyter.com/document/doi/10.1515/demo-2020-0019/html
Arbitragem científica:	yes
Acesso:	Acesso aberto
Aparece nas coleções:	CMAT - Artigos em revistas com arbitragem / Papers in peer review journals