Copula-induced measures of concordance
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Publication:325002
DOI10.1515/DEMO-2016-0011zbMATH Open1349.62237OpenAlexW2529613900MaRDI QIDQ325002FDOQ325002
Authors: Sebastian Fuchs 
Publication date: 17 October 2016
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2016-0011
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Cites Work
- Principles of copula theory
- An introduction to copulas.
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- Multivariate concordance
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- Some new parametric families of multivariate copulas
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- Concordance and copulas: a survey
- Characterizations of degree one bivariate measures of concordance
- Measures of concordance determined by \(D_4\)-invariant copulas
- Multivariate measures of concordance for copulas and their marginals
- A biconvex form for copulas
- Measures of concordance determined by 𝐷₄-invariant measures on (0,1)²
- Multivariate copulas: transformations, symmetry, order and measures of concordance
- Bivariate copulas: transformations, asymmetry and measures of concordance
Cited In (28)
- Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas
- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables
- On the lower bound of Spearman's footrule
- COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE
- On the exact region determined by Spearman's rho and Spearman's footrule
- Copula-based measurement of interdependence for discrete distributions
- On minimal copulas under the concordance order
- A few generalizations of Kendall's tau. I: Construction
- Multivariate measures of concordance
- Measures of concordance determined by 𝐷₄-invariant measures on (0,1)²
- Reflection invariant copulas
- Concordance and copulas: a survey
- Mutual association measures
- Convex concordance measures
- A biconvex form for copulas
- Multivariate measures of concordance for copulas and their marginals
- A novel positive dependence property and its impact on a popular class of concordance measures
- Matching the grade correlation coefficient using a copula with maximum disorder
- Concordance measures for multivariate non-continuous random vectors
- On the class of truncation invariant bivariate copulas under constraints
- Quantifying directed dependence via dimension reduction
- Characterizations of degree one bivariate measures of concordance
- On the exact region determined by Spearman's \(\rho\) and Blest's measure of rank correlation \(\nu\) for bivariate extreme-value copulas
- Conditioning of copulas: transformations, invariance and measures of concordance
- Measures of concordance determined by \(D_4\)-invariant copulas
- Constraints on concordance measures in bivariate discrete data
- Multivariate copulas: transformations, symmetry, order and measures of concordance
- Relation between non-exchangeability and measures of concordance of copulas
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