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.
منابع مشابه
Bivariate copulas: Transformations, asymmetry and measures of concordance
Institute of Mathematics of the Czech Academy of Sciences provides access to digitized documents strictly for personal use. Each copy of any part of this document must contain these Terms of use. This document has been digitized, optimized for electronic delivery and stamped with digital signature within the project DML-CZ: The Czech Digital Mathematics Library The present paper introduces a gr...
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ژورنال
عنوان ژورنال: Mathematics
سال: 2022
ISSN: ['2227-7390']
DOI: https://doi.org/10.3390/math10071103