Building upon earlier work in which axioms were formulated for multivariate measures of concordance, we examine properties of such measures. In particular,we examine the relations between the measure of concordance of an n-copula and the measures of concordance of the copula’s marginals
It is shown here that Kendall's tau and Spearman's rho are monotone with respect to the concordance ...
An investigation is presented of how a comprehensive choice of five most important measures of conco...
The paper is devoted to the multivariate measures of dependence. In contrast to the classical approa...
Building upon earlier work in which axioms were formulated for multivariate measures of concordance,...
We study measures of concordance for multivariate copulas and copulas that induce measures of concor...
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...
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...
summary:The present paper introduces a group of transformations on the collection of all multivariat...
Copulas are real functions representing the dependence structure of the distribution of a random vec...
We give a general definition of concordance and a set of axioms for measures of concordance. We then...
A continuous random vector (X,Y) uniquely determines a copula C: [0,1]2 → [0,1] such that when the d...
Measure of association is a broad term that denotes the class of all the measures that have been con...
AbstractWe call a measure of concordance κ of an ordered pair (X,Y) of two continuous random variabl...
It is shown here that Kendall's tau and Spearman's rho are monotone with respect to the concordance ...
An investigation is presented of how a comprehensive choice of five most important measures of conco...
The paper is devoted to the multivariate measures of dependence. In contrast to the classical approa...
Building upon earlier work in which axioms were formulated for multivariate measures of concordance,...
We study measures of concordance for multivariate copulas and copulas that induce measures of concor...
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...
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...
summary:The present paper introduces a group of transformations on the collection of all multivariat...
Copulas are real functions representing the dependence structure of the distribution of a random vec...
We give a general definition of concordance and a set of axioms for measures of concordance. We then...
A continuous random vector (X,Y) uniquely determines a copula C: [0,1]2 → [0,1] such that when the d...
Measure of association is a broad term that denotes the class of all the measures that have been con...
AbstractWe call a measure of concordance κ of an ordered pair (X,Y) of two continuous random variabl...
It is shown here that Kendall's tau and Spearman's rho are monotone with respect to the concordance ...
An investigation is presented of how a comprehensive choice of five most important measures of conco...
The paper is devoted to the multivariate measures of dependence. In contrast to the classical approa...
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