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Cooke, R.M., Morales, O. and Kurowitcka, D. (2007) Vine in Overview. Proceedings of 3rd Brazilian Conference on Statist. Modeling in Insurance and Finance, 26-30 March 2007, 2-20.

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• TITLE: Transfer of Global Measures of Dependence into Cumulative Local

  AUTHORS: Boyan Dimitrov, Sahib Esa, Nikolai Kolev, Georgios Pitselis

  KEYWORDS: Analysis of Variance; Copula; Correlation; Covariance; Multivariate Analysis; Measures of Dependence; Probability Modeling

  JOURNAL NAME: Applied Mathematics, Vol.5 No.4, March 10, 2014

  ABSTRACT: We explore an idea of transferring some classic measures of global dependence between random variables Χ1, Χ2, L, Χn into cumulative measures of dependence relative at any point(χ1, χ2, L, χn)in the sample space. It allows studying the behavior of these measures throughout the sample space, and better understanding and use of dependence. Some examples on popular copula distributions are also provided.