Measures of concordance determined by \(D_4\)-invariant copulas

DOI10.1155/S016117120440355XzbMath1075.62042OpenAlexW1995284392MaRDI QIDQ1777904

H. H. Edwards, Mikusiński, Piotr, Michael D. Taylor

Publication date: 25 May 2005

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/51798

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (18)

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 ⋮ A biconvex form for copulas ⋮ Mutual association measures ⋮ On the exact region determined by Spearman's rho and Spearman's footrule ⋮ Convex concordance measures ⋮ 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 ⋮ Multivariate measures of concordance ⋮ Measures of concordance determined by 𝐷₄-invariant measures on (0,1)² ⋮ Concordance and consensus ⋮ On minimal copulas under the concordance order ⋮ COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE ⋮ Relation between non-exchangeability and measures of concordance of copulas ⋮ Characterizations of degree one bivariate measures of concordance ⋮ Reflection invariant copulas ⋮ Unnamed Item

This page was built for publication: Measures of concordance determined by \(D_4\)-invariant copulas