• Title of article

    Constraints on concordance measures in bivariate discrete data

  • Author/Authors

    Denuit، نويسنده , , Michel and Lambert، نويسنده , , Philippe، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2005
  • Pages
    18
  • From page
    40
  • To page
    57
  • Abstract
    This paper aims to investigate the constraints on dependence measures based on the concept of concordance when discrete random variables are involved. The main technical argument consists in a continuous extension of integer-valued random variables by convolution with unit support kernels.
  • Keywords
    Bivariate discrete , concordance , dependence , Copula
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2005
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1558112

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1558112