Diversity of Bivariate Concordance Measures

Diversity of Bivariate Concordance Measures

We revisit the axioms of Scarsini, defining bivariate concordance measures for a pair of continuous random variables <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mo>(</mo><mi>X</mi...

Full description

Bibliographic Details
Main Author: Martynas Manstavičius
Format: Article
Language:English
Published: MDPI AG 2022-03-01
Series:Mathematics
Subjects:
scarsini axioms
bivariate copula
transformation
polynomial-type concordance measure
multiplicative function
Online Access:https://www.mdpi.com/2227-7390/10/7/1103

Internet

https://www.mdpi.com/2227-7390/10/7/1103

Similar Items