Measures of concordance determined by 𝐷₄-invariant measures on (0,1)²
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Publication:4654071
DOI10.1090/S0002-9939-04-07641-5zbMath1081.62032OpenAlexW2000216748MaRDI QIDQ4654071
Mikusiński, Piotr, H. H. Edwards, Michael D. Taylor
Publication date: 1 March 2005
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9939-04-07641-5
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probabilistic measure theory (60A10)
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