Please use this identifier to cite or link to this item: http://cmuir.cmu.ac.th/jspui/handle/6653943832/52440
Title: A measure of multivariate mutual complete dependence
Authors: Santi Tasena
Sompong Dhompongsa
Keywords: Computer Science
Mathematics
Issue Date: 1-Aug-2013
Abstract: The authors propose a multivariate version of Siburg and Stoimenov's measure of mutual complete dependence. This multivariate version is, however, not the distance between a copula and the product copula CIunder the modified Sobolev norm since the set of mutual complete dependence copulas does not lie on the sphere centered at CI. To overcome this difficulty, the authors choose another center and define measures of complete dependence based on the modified Sobolev norm and this center. The measure of multivariate mutual complete dependence is then defined as the summation of the (normalized) measures of complete dependence. © 2012 Elsevier Inc. All rights reserved.
URI: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84877830922&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/52440
ISSN: 0888613X
Appears in Collections:CMUL: Journal Articles

Files in This Item:
There are no files associated with this item.


Items in CMUIR are protected by copyright, with all rights reserved, unless otherwise indicated.