N-dimensional measures of dependence.

摘要: In recent joint papers with B. Schweizer, we used the notion of a copula to introduce family symmetric, nonparametric measures dependence two random variables. Here, present n-dimensional extensions these and Spearman's ro. We study them vis-a-vis appropriate higher dimensional analogues Renyi's axioms for dependence, determine relations among them, in some cases establish reduction formulae their computation.