Measures of concordance determined by D4-invariant copulas

International Journal of Mathematics and Mathematical Sciences

Volumn 2004, Issue 70, 2004, Pages 3867-3875

  Edwards, H H ^a   Mikusinski P ^a   Taylor, M D ^a  

^a NONE

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Indexed keywords

EID: 17844398210     PISSN: 01611712     EISSN: None     Source Type: Journal    
DOI: 10.1155/S016117120440355X     Document Type: Article

References (5)

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2. P. Mikusiński, H. Sherwood, and M. D. Taylor, The Fréchet bounds revisited, Real Anal. Exchange 17 (1991/92), no. 2, 759-764. MathSciNet. Zentralblatt für Mathematik.
3. R. B. Nelsen, An Introduction to Copulas, Lecture Notes in Statistics, vol. 139, Springer-Verlag, New York, 1999. MathSciNet. Zentralblatt für Mathematik.
4. M. Scarsini, On measures of concordance, Stochastica 8 (1984), no. 3, 201-218. MathSciNet. Zentralblatt für Mathematik.
5. B. Schweizer and E. F. Wolff, On nonparametric measures of dependence for random variables, Ann. Statist. 9 (1981), no. 4, 879-885. MathSciNet. Zentralblatt für Mathematik.