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

DOI10.1155/S016117120440355XzbMath1075.62042MaRDI 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

62H20: Measures of association (correlation, canonical correlation, etc.)

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Related Items

Measures of concordance determined by 𝐷₄-invariant measures on (0,1)², COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE, Unnamed Item, 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, Copula-induced measures of concordance, Multivariate measures of concordance for copulas and their marginals, A biconvex form for copulas, Concordance and consensus, Characterizations of degree one bivariate measures of concordance, On the exact region determined by Spearman's footrule and Gini's gamma, Mutual association measures, Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta, On minimal copulas under the concordance order, Relation between non-exchangeability and measures of concordance of copulas, Reflection invariant copulas, Multivariate measures of concordance