Grothe, Oliver; Schnieders, Julius; Segers, Johan - In: Journal of Multivariate Analysis 123 (2014) C, pp. 96-110
Measures of association are suggested between two random vectors. The measures are copula-based and therefore invariant with respect to the univariate marginal distributions. The measures are able to capture positive as well as negative association. In case the random vectors are just random...
