Pairwise and Global Dependence in Trivariate Copula Models View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2014

AUTHORS

Fabrizio Durante , Roger B. Nelsen , José Juan Quesada-Molina , Manuel Úbeda-Flores

ABSTRACT

We investigate whether pairwise dependence properties related to all the bivariate margins of a trivariate copula imply the corresponding trivariate dependence property. The main finding is that, in general, information about the pairwise dependence is not sufficient to infer some aspects of global dependence. In essence, dependence is a multi-facet property that cannot be easily reduced to simplest cases. More... »

PAGES

243-251

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-319-08852-5_25

DOI

http://dx.doi.org/10.1007/978-3-319-08852-5_25

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1020265642


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