Name
Abstract | ||
|---|---|---|
We investigate whether pairwise dependence properties related to all the bivariate margins of a trivariate copula imply the corresponding trivariate dependence property. The main finding is that, in general, information about the pairwise dependence is not sufficient to infer some aspects of global dependence. In essence, dependence is a multi-facet property that cannot be easily reduced to simplest cases. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1007/978-3-319-08852-5_25 | Communications in Computer and Information Science |
Keywords | DocType | Volume |
Copula,Dependence,Stochastic model | Conference | 444 |
ISSN | Citations | PageRank |
1865-0929 | 0 | 0.34 |
References | Authors | |
0 | 4 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Fabrizio Durante | 1 | 391 | 59.28 |
| Roger B. Nelsen | 2 | 196 | 63.47 |
| José Juan Quesada-Molina | 3 | 67 | 12.83 |
| Manuel Úbeda-flores | 4 | 71 | 13.89 |