Document Type

Article

Publication Date

3-1-2014

Publication Title

Applied Mathematics

Abstract

We explore an idea of transferring some classic measures of global dependence between random variables X1,X2,…,Xn into cumulative measures of dependence relative at any point (X1,X2,…,Xn) in the sample space. It allows studying the behavior of these measures throughout the sample space, and better understanding and use of dependence. Some examples on popular copula distributions are also provided.

Volume

5

Issue

4

First Page

615

Last Page

627

DOI

10.4236/am.2014.54058

ISSN

ISSN Print: 2152-7385 ISSN Online: 2152-739

Rights

© 2014 by authors and Scientific Research Publishing Inc. This work is licensed under the Creative Commons Attribution International License (CC BY). http://creativecommons.org/licenses/by/4.0/

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Mathematics Commons

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