Directional dependence of random vectors

Authors:
José Juan Quesada-Molina;Manuel íBeda-Flores
Affiliations:
Departamento de Matemática Aplicada, Universidad de Granada, 18071 Granada, Spain;Departamento de Estadıstica y Matemática Aplicada, Universidad de Almerıa, 04120 Almerıa, Spain
Venue:
Information Sciences: an International Journal
Year:
2012

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Abstract

In this paper we define and study several properties of the concept of (multivariate) directional dependence and study the new concept in terms of copulas, and provide new measures of multivariate association based on directional dependence. Finally, we show the relationships of directional dependence with other dependence concepts such as association and conditional dependence.