2020/04/10 by Ferreira, Helena, Ferreira, Marta
#FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Probability (math.PR) #Statistics Theory (math.ST)
paper · doi:10.48550/arxiv.2004.05192
We define a multivariate medial correlation coefficient that extends the probabilistic interpretation and properties of Blomqvist's β coefficient, incorporates multivariate marginal dependencies and it preserves a stronger multivariate concordance relation. We determine the maximum and minimum values attainable and illustrate the results in some models. We end with an application on real datasets.