Multivariate medial correlation with applications

Detalhes bibliográficos
Autor(a) principal: Ferreira, Helena
Data de Publicação: 2020
Outros Autores: Ferreira, Marta Susana
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/1822/72330
Resumo: 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 partial ordering stronger than concordance relation. We illustrate the results in some models and provide an application on real datasets.
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spelling Multivariate medial correlation with applicationsBlomqvist βMultivariate medial correlationMultivariate stochastic orderBlomqvist betaCiências Naturais::MatemáticasScience & TechnologyWe 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 partial ordering stronger than concordance relation. We illustrate the results in some models and provide an application on real datasets.The rst author was partially supported by the research unit Centre of Mathe matics and Applications of University of Beira Interior UIDB/00212/2020 - FCT (Fundação para a Ciência e a Tecnologia). The second author was nanced by Portuguese Funds through FCT - Fundação para a Ciência e a Tecnologia within the Projects UIDB/00013/2020 and UIDP/00013/2020 of Centre of Mathematics of the University of Minho, UIDB/00006/2020 of Centre of Statistics and its Applications of University of Lisbon and PTDC/MAT-STA/28243/2017.De Gruyter OpenUniversidade do MinhoFerreira, HelenaFerreira, Marta Susana20202020-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/1822/72330eng2300-229810.1515/demo-2020-0019https://www.degruyter.com/document/doi/10.1515/demo-2020-0019/htmlinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-07-21T12:31:03Zoai:repositorium.sdum.uminho.pt:1822/72330Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T19:26:17.546505Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Multivariate medial correlation with applications
title Multivariate medial correlation with applications
spellingShingle Multivariate medial correlation with applications
Ferreira, Helena
Blomqvist β
Multivariate medial correlation
Multivariate stochastic order
Blomqvist beta
Ciências Naturais::Matemáticas
Science & Technology
title_short Multivariate medial correlation with applications
title_full Multivariate medial correlation with applications
title_fullStr Multivariate medial correlation with applications
title_full_unstemmed Multivariate medial correlation with applications
title_sort Multivariate medial correlation with applications
author Ferreira, Helena
author_facet Ferreira, Helena
Ferreira, Marta Susana
author_role author
author2 Ferreira, Marta Susana
author2_role author
dc.contributor.none.fl_str_mv Universidade do Minho
dc.contributor.author.fl_str_mv Ferreira, Helena
Ferreira, Marta Susana
dc.subject.por.fl_str_mv Blomqvist β
Multivariate medial correlation
Multivariate stochastic order
Blomqvist beta
Ciências Naturais::Matemáticas
Science & Technology
topic Blomqvist β
Multivariate medial correlation
Multivariate stochastic order
Blomqvist beta
Ciências Naturais::Matemáticas
Science & Technology
description 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 partial ordering stronger than concordance relation. We illustrate the results in some models and provide an application on real datasets.
publishDate 2020
dc.date.none.fl_str_mv 2020
2020-01-01T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/1822/72330
url http://hdl.handle.net/1822/72330
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 2300-2298
10.1515/demo-2020-0019
https://www.degruyter.com/document/doi/10.1515/demo-2020-0019/html
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv De Gruyter Open
publisher.none.fl_str_mv De Gruyter Open
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
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