Copula-based measurement of interdependence for discrete distributions

DOI10.1016/J.JMATECO.2018.09.001zbMATH Open1407.62174OpenAlexW2625931908MaRDI QIDQ1633656FDOQ1633656

Radosław Kurek, Martyna Kobus

Publication date: 20 December 2018

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: http://www.ecineq.org/milano/WP/ECINEQ2017-431.pdf

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zbMATH Keywords

discrete distributionsordinal datacopula functionmultidimensional welfareinterdependence

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• Dependence Modeling with Copulas
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Cited In (3)

• Title not available (Why is that?)
• Maximal coupling of empirical copulas for discrete vectors
• Dependence measures for perturbations of copulas

Uses Software

• CopulaModel

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