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Characterizations of degree one bivariate measures of concordance · Study

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ArticleCharacterizations of degree one bivariate measures of concordance

Heather Edwards2009

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Articlebronze2009

Characterizations of degree one bivariate measures of concordance

Heather Edwards · M. D. Taylor

20 citations·0/0 files stored·Journal of Multivariate Analysis

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Financial Risk and Volatility Modeling Probability and Statistical Research Multidisciplinary Science and Engineering Research

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References

1999An Introduction to Copulas 1990Multivariate concordance 1984On measures of concordance 2002Distributions With Given Marginals and Statistical Modelling 2006Multivariate measures of concordance 2002Concordance and Copulas: A Survey 2006On Measures of Multivariate Concordance 2004Measures of concordance determined by D4‐invariant copulas

Cited by

2020Relation between non-exchangeability and measures of concordance of copulas 2022On the exact region determined by Spearman’s footrule and Gini’s gamma 2016Copula–Induced Measures of Concordance 2023On the exact region determined by Spearman’s rho and Spearman’s footrule 2023On the Exact Regions Determined by Kendall’s Tau and Other Concordance Measures 2022Matrix compatibility and correlation mixture representation of generalized Gini's gamma 2023

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Year2009

Typearticle

Published2009-02-14

VenueJournal of Multivariate Analysis

ISSN-L0047-259X

Languageen

Citations20

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.jmva.2009.02.003

openalex_workW2090162682

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Convex weak concordance measures and their constructions