Characterizations of degree one bivariate measures of concordance
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Publication:1026365
DOI10.1016/j.jmva.2009.02.003zbMath1165.62039OpenAlexW2090162682MaRDI QIDQ1026365
H. H. Edwards, Michael D. Taylor
Publication date: 24 June 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2009.02.003
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)
Related Items (12)
On the exact region determined by Spearman's footrule and Gini's gamma ⋮ Copula-induced measures of concordance ⋮ Multivariate measures of concordance for copulas and their marginals ⋮ Mutual association measures ⋮ On the exact region determined by Spearman's rho and Spearman's footrule ⋮ On the exact regions determined by Kendall's tau and other concordance measures ⋮ Matrix compatibility and correlation mixture representation of generalized Gini's gamma ⋮ A novel positive dependence property and its impact on a popular class of concordance measures ⋮ Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta ⋮ Study of partial and average conditional Kendall's tau ⋮ COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE ⋮ Relation between non-exchangeability and measures of concordance of copulas
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