DECANCQ, Koen - Center for Operations Research and Econometrics (CORE), … - 2010
In this paper I investigate the problem of defining a multivariate dependence ordering. First, I provide a … characterization of the concordance dependence ordering between multivariate random vectors with fixed margins. Central to the … characterization is a multivariate generalization of a well-known bivariate elementary dependence increasing rearrangement. Second, to …