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
| المؤلف الرئيسي: | |
|---|---|
| التنسيق: | مقال |
| اللغة: | English |
| منشور في: |
De Gruyter
2016-10-01
|
| سلاسل: | Dependence Modeling |
| الموضوعات: | |
| الوصول للمادة أونلاين: | https://doi.org/10.1515/demo-2016-0011 |