Diversity of Bivariate Concordance Measures

نویسندگان

چکیده

We revisit the axioms of Scarsini, defining bivariate concordance measures for a pair continuous random variables (X,Y); such can be understood as functions copula C associated with (X,Y). Two constructions, investigated in works Edwards, Mikusiński, Taylor, and Fuchs, are generalized, yielding, particular, examples higher than degree-two polynomial-type measures, along non-polynomial-type providing an incentive to investigate possible further characterizations was achieved by Edwards Taylor degree-one case.

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ژورنال

عنوان ژورنال: Mathematics

سال: 2022

ISSN: ['2227-7390']

DOI: https://doi.org/10.3390/math10071103