Convex concordance measures

DOI10.1016/j.fss.2022.01.001zbMath1522.62048OpenAlexW4205842639MaRDI QIDQ6079397

Radko Mesiar, Ayyub Sheikhi, Anna Kolesárová

Publication date: 30 October 2023

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2022.01.001

zbMATH Keywords

copulaprobability measurerandom vectorconcordance measure

Mathematics Subject Classification ID

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

Cites Work

• Copula-induced measures of concordance
• An introduction to copulas.
• Flipping and cyclic shifting of binary aggregation functions
• Uniform approximation of associative copulas by strict and non-strict copulas
• Measures of concordance determined by \(D_4\)-invariant copulas
• Multivariate concordance
• The impact on the properties of the EFGM copulas when extending this family
• Absorbent tuples of aggregation operators
• Multivariate measures of concordance
• Measures of concordance determined by 𝐷₄-invariant measures on (0,1)²
• Copulas Constructed from Horizontal Sections
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