Title: Multivariate dependence measures revisited
Authors: Martynas Manstavicius - Vilnius University (Lithuania) [presenting]
Egle Gutauskaite - Vilnius University (Lithuania)
Abstract: Driven by the desire to find a functional that separates two recently considered trivariate copula families, various dependence measures and several open problems are revisited. Concordance measures satisfying Taylor's axioms are not suitable for this task since in 3D they are arithmetic averages of the corresponding measures of copula 2D marginals, which in our considered case are the same for both families.