Autor:	Ferreira, Helena, Ferreira, Marta
Rok vydání:	2020
Předmět:	Statistics - Methodology Mathematics - Probability Mathematics - Statistics Theory
Druh dokumentu:	Working Paper
Popis:	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 stronger multivariate concordance relation. We determine the maximum and minimum values attainable and illustrate the results in some models. We end with an application on real datasets.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2004.05192 Zobrazit plný text záznamu View this record from Arxiv