Estimation of the Multivariate Extension of the Spearman-type Measure of Local Dependence
Autor(es) e Instituição:
Sumaia A. Latif - EACH/USP
Pedro A. Morettin - IME/USP
Apresentador:
Sumaia A.. Latif
We can find some works about measures of local dependence for the bivariate case, but very little for the multivariate case. The aim of this work is to extend the Spearman-type measure of local dependence (written in terms of copula) for two continuous random variables to the multivariate case, and also to study its estimation.