A link between Kendall’s τ, the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support
Working with shuffles, we establish a close link between Kendall’s τ\tau , the so-called length measure, and the surface area of bivariate copulas and derive some consequences. While it is well known that Spearman’s ρ\rho of a bivariate copula AA is a rescaled version of the volume of the area unde...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2023-11-01
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| Series: | Dependence Modeling |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/demo-2023-0105 |