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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| Format: | Article |
| Language: | English |
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De Gruyter
2016-10-01
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| Series: | Dependence Modeling |
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| Online Access: | https://doi.org/10.1515/demo-2016-0011 |