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Directional dependence in multivariate distributions |
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| Authors: | Roger B. Nelsen Manuel úbeda-Flores |
| Affiliation: | (1) HEC Montr?al, Montr?al, QC, Canada |
| Abstract: | In this paper, we develop some coefficients which can be used to detect dependence in multivariate distributions not detected by several known measures of multivariate association. Several examples illustrate our results. |
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