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 :
بازگشت