Copula-induced measures of concordance
type: Item
instance of: scholarly article
title: Copula-induced measures of concordance
zbMATH Open document ID: 1349.62237
author: Sebastian Fuchs
published in: Dependence Modeling
publication date: 2016-10-17T00:00:00Z
Mathematics Subject Classification ID: 62H20
zbMATH DE Number: 6639987
zbMATH Keywords: copulas
zbMATH Keywords: transformations of copulas
zbMATH Keywords: measures of concordance
MaRDI profile type: Publication
full work available at URL: demo-2016-0011
OpenAlex ID: W2529613900
cites work: A multivariate version of Gini's rank association coefficient
cites work: Some new parametric families of multivariate copulas
cites work: Principles of Copula Theory
cites work: Measures of concordance determined by \(D_4\)-invariant copulas
cites work: Measures of concordance determined by 𝐷₄-invariant measures on (0,1)²
cites work: Characterizations of degree one bivariate measures of concordance
cites work: Q5176408
cites work: A biconvex form for copulas
cites work: Q5416364
cites work: Multivariate concordance
cites work: Q5386484
cites work: An introduction to copulas.
cites work: Q3704749
cites work: Multivariate measures of concordance
cites work: Multivariate measures of concordance for copulas and their marginals
cites work: Multivariate versions of Blomqvist's beta and Spearman's footrule
DOI: 10.1515/DEMO-2016-0011
description: scientific article; zbMATH DE number 6639987