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...
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| Format: | Article |
| Langue: | English |
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MDPI AG
2022-03-01
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| Collection: | Mathematics |
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| Accès en ligne: | https://www.mdpi.com/2227-7390/10/7/1103 |