论文标题
多元内侧相关性与应用
Multivariate Medial Correlation with applications
论文作者
论文摘要
我们定义了多元内侧相关系数，该系数扩展了Blomqvist $β$系数的概率解释和性能，并结合了多元边缘依赖性，并保留了更强的多元一致性关系。我们确定可实现的最大和最小值，并在某些模型中说明结果。我们以真实数据集上的应用程序结尾。
We define a multivariate medial correlation coefficient that extends the probabilistic interpretation and properties of Blomqvist's $β$ 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.
