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
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| Formato: | Artigo |
| Idioma: | English |
| Publicado em: |
De Gruyter
2016-10-01
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| Colecção: | Dependence Modeling |
| Assuntos: | |
| Acesso em linha: | https://doi.org/10.1515/demo-2016-0011 |