We call a measure of concordance [kappa] of an ordered pair (X,Y) of two continuous random variables a bivariate measure of concordance. This [kappa] may be considered to be a function [kappa](C) of the copula C associated with (X,Y). [kappa] is considered to be of degree n if, given any two copulas A and B, the value of their convex sum, [kappa](tA+(1-t)B), is a polynomial in t of degree n. Examples of bivariate measures of concordance are Spearman's rho, Blomqvist's beta, Gini's measure of association, and Kendall's tau. The first three of these are of degree one, but Kendall's tau is of degree two. We exhibit three characterizations of bivariate measures of concordance of degree one.Copula Measure of association Measure of concordance
The dependence structure of a d-variate random vector X is a very complex notion which is fully desc...
Measure of association is a broad term that denotes the class of all the measures that have been con...
For a pair (Y1,Y2) of random variables there exist several measures of association that characterize...
We call a measure of concordance kappa of an ordered pair. (X, Y) of two continuous random variables...
We call a measure of concordance κ of an ordered pair (X, Y) of two continuous random variables a bi...
AbstractWe call a measure of concordance κ of an ordered pair (X,Y) of two continuous random variabl...
We study measures of concordance for multivariate copulas and copulas that induce measures of concor...
Building upon earlier work in which axioms were formulated for multivariate measures of concordance,...
Building upon earlier work in which axioms were formulated for multivariate measures of concordance,...
A continuous random vector (X,Y) uniquely determines a copula C: [0,1]2 → [0,1] such that when the d...
In 1984 Scarsini introduced a set of axioms for measures of concordance of ordered pairs of continuo...
In 1984 Scarsini introduced a set of axioms for measures of concordance of ordered pairs of continuo...
Copulas are real functions representing the dependence structure of the distribution of a random vec...
It is shown here that Kendall's tau and Spearman's rho are monotone with respect to the concordance ...
We survey the measures of association that are based on bivariate copulas. Almost no proof will be r...
The dependence structure of a d-variate random vector X is a very complex notion which is fully desc...
Measure of association is a broad term that denotes the class of all the measures that have been con...
For a pair (Y1,Y2) of random variables there exist several measures of association that characterize...
We call a measure of concordance kappa of an ordered pair. (X, Y) of two continuous random variables...
We call a measure of concordance κ of an ordered pair (X, Y) of two continuous random variables a bi...
AbstractWe call a measure of concordance κ of an ordered pair (X,Y) of two continuous random variabl...
We study measures of concordance for multivariate copulas and copulas that induce measures of concor...
Building upon earlier work in which axioms were formulated for multivariate measures of concordance,...
Building upon earlier work in which axioms were formulated for multivariate measures of concordance,...
A continuous random vector (X,Y) uniquely determines a copula C: [0,1]2 → [0,1] such that when the d...
In 1984 Scarsini introduced a set of axioms for measures of concordance of ordered pairs of continuo...
In 1984 Scarsini introduced a set of axioms for measures of concordance of ordered pairs of continuo...
Copulas are real functions representing the dependence structure of the distribution of a random vec...
It is shown here that Kendall's tau and Spearman's rho are monotone with respect to the concordance ...
We survey the measures of association that are based on bivariate copulas. Almost no proof will be r...
The dependence structure of a d-variate random vector X is a very complex notion which is fully desc...
Measure of association is a broad term that denotes the class of all the measures that have been con...
For a pair (Y1,Y2) of random variables there exist several measures of association that characterize...