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
| Egile nagusia: | |
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| Formatua: | Artikulua |
| Hizkuntza: | English |
| Argitaratua: |
De Gruyter
2016-10-01
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| Saila: | Dependence Modeling |
| Gaiak: | |
| Sarrera elektronikoa: | https://doi.org/10.1515/demo-2016-0011 |