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A link between Kendall's \(\tau\), the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support - MaRDI portal

A link between Kendall's \(\tau\), the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support (Q6143884)

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scientific article; zbMATH DE number 7794354
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English
A link between Kendall's \(\tau\), the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support
scientific article; zbMATH DE number 7794354

    Statements

    title
    A link between Kendall's \(\tau\), the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support (English)
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    publication date
    24 January 2024
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    zbMATH Keywords
    asymmetry
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    copula
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    dependence measure
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    exchangeability
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    Markov kernel
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    Identifiers

    arXiv ID
    2303.15328
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    zbMATH DE Number
    7794354
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