Rank-dependent set-based association measures

DOI10.1016/J.FSS.2025.109505MaRDI QIDQ6904345zbMATH OpenFDO

Authors Radko Mesiar, A. Kolesárová, Ayyub Sheikhi, Fateme Kouchakinejad

Publication date 7 November 2025

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.FSS.2025.109505

zbMATH Keywords

association measurecopulalinear dependence measureprobability measurerandom vectorrank-dependent association measure

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites work

• A measure of mutual complete dependence
• An introduction to copulas.
• Bivariate copulas: transformations, asymmetry and measures of concordance
• Convex concordance measures
• Convex weak concordance measures and their constructions
• Copula-based dependence measures
• Copula-induced measures of concordance
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 5080942 (Why is no real title available?)
• scientific article; zbMATH DE number 3932217 (Why is no real title available?)
• scientific article; zbMATH DE number 7640335 (Why is no real title available?)
• scientific article; zbMATH DE number 3318346 (Why is no real title available?)
• Measures of concordance determined by D₄-invariant copulas
• Measures of concordance determined by 𝐷₄-invariant measures on (0,1)²
• Multivariate concordance
• Mutual association measures
• On a Measure of Dependence Between two Random Variables
• On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
• Spearman's footrule and Gini's gamma: a review with complements
• Spearman's footrule: asymptotics in applications
• Strong measures of concordance and convergence in probability

This page was built for publication: Rank-dependent set-based association measures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6904345)