A link between Kendall's \(\tau\), the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support (Q6143884)
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scientific article; zbMATH DE number 7794354
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A link between Kendall's \(\tau\), the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support |
scientific article; zbMATH DE number 7794354 |
Statements
A link between Kendall's \(\tau\), the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support (English)
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24 January 2024
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asymmetry
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copula
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dependence measure
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exchangeability
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Markov kernel
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