N-dimensional measures of dependence.

• Autores: Edward F. Wolff
• Localización: Stochastica: revista de matemática pura y aplicada, ISSN 0210-7821, Vol. 4, Nº. 3, 1980, págs. 175-188
• Idioma: inglés
• Títulos paralelos:
  • Medidas n-dimensionales de dependencia.
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• Resumen

  • In recent joint papers with B. Schweizer, we used the notion of a copula to introduce a family of symmetric, nonparametric measures of dependence of two random variables. Here, we present n-dimensional extensions of these measures and of Spearman's ro. We study them vis-a-vis appropriate higher dimensional analogues of Rényi's axioms for measures of dependence, determine relations among them, and in some cases establish reduction formulae for their computation.