A multivariate version of Gini's rank association coefficient
Javad Behboodian,
Ali Dolati () and
Manuel Úbeda-Flores ()
Statistical Papers, 2007, vol. 48, issue 2, 295-304
Keywords: Primary 62H05; Secondary 62H20; Copulas; Gini's coefficient; Multivariate association (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:spr:stpapr:v:48:y:2007:i:2:p:295-304
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DOI: 10.1007/s00362-006-0332-9
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