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Multivariate measures of concordance. (English) Zbl 1131.62054
Summary: M. Scarsini [On measures of concordance. Stochastica 8, 201–218 (1984; Zbl 0582.62047)] introduced a set of axioms for measures of concordance of ordered pairs of continuous random variables. We exhibit an extension of these axioms to ordered $$n$$-tuples of continuous random variables, $$n \geq 2$$. We derive simple properties of such measures, give examples, and discuss the relation of the extended axioms to multivariate measures of concordance previously discussed in the literature.

##### MSC:
 62H20 Measures of association (correlation, canonical correlation, etc.) 62A01 Foundations and philosophical topics in statistics
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##### References:
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