Copula–Induced Measures of Concordance
We study measures of concordance for multivariate copulas and copulas that induce measures of concordance. To this end, for a copula A, we consider the maps C → R given by
| Κύριος συγγραφέας: | |
|---|---|
| Μορφή: | Άρθρο |
| Γλώσσα: | English |
| Έκδοση: |
De Gruyter
2016-10-01
|
| Σειρά: | Dependence Modeling |
| Θέματα: | |
| Διαθέσιμο Online: | https://doi.org/10.1515/demo-2016-0011 |