Constraints on concordance measures in bivariate discrete data
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Publication:707394
DOI10.1016/J.JMVA.2004.01.004zbMath1095.62065OpenAlexW2004081230MaRDI QIDQ707394
Philippe Lambert, Michel M. Denuit
Publication date: 9 February 2005
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2004.01.004
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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