.CB_make_cumulative_df

Returns a list of reverse cumulative margins of a CB copula. The nth entry is thus the copula of X1,...,Xn

A multivariate copula-based dependence measure. For more information, see Griessenberger, Junker, Trutschnig (2022), On a multivariate copula-based dependence measure and its estimation, Electronic Journal of Statistics, 16, 2206-2251.

Lea Maislinger

Quantification of Multivariate Dependence

Florian Griessenberger

Robert R. Junker

Valentin Petztel

Wolfgang Trutschnig

.CB_make_cumulative_df function

<dl><dt>CB</dt>
<dd>A matrix of CB weights.</dd></dl>

Arguments

Returns a list of reverse cumulative margins of a CB copula. The nth entry is thus the copula of X1,...,Xn — .CB_make_cumulative_df

<dl>

<dt>CB</dt>
<dd>A matrix of CB weights.</dd>

</dl>

.CB_make_cumulative_df: Returns a list of reverse cumulative margins of a CB copula. The nth entry is thus the copula of X1,...,Xn

Description

Usage

Value

Arguments