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Volumn 17, Issue 5, 2005, Pages 541-554

On the properties of some nonparametric concordance measures in the discrete case

Author keywords

Concordance measures; Concordance order; Copulas; Dependence properties; Fr chet bounds; Monotone dependence

Indexed keywords


EID: 20444431617     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/10485250500038967     Document Type: Article
Times cited : (33)

References (17)
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    • Schweizer, B.1    Wolff, E.F.2
  • 5
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    • Genest, C.1    Rivest, L.-P.2
  • 7
    • 7044235252 scopus 로고    scopus 로고
    • Constraints on concordance measures in bivariate discrete data
    • Denuit, M. and Lambert, P.L., 2005, Constraints on concordance measures in bivariate discrete data. Journal of Multivariate Analysis, 93, 40-57.
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    • Denuit, M.1    Lambert, P.L.2
  • 8
    • 0004156740 scopus 로고    scopus 로고
    • Lecture Notes in Statistics no. 139 (New York: Springer)
    • Nelsen, R.B., 1999, An Introduction to Copulas. Lecture Notes in Statistics no. 139 (New York: Springer).
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    • Nelsen, R.B.1
  • 9
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    • Spearman's ρ is larger than Kendall's τ for positively dependent random variables
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    • Capéraà, P.1    Genest, C.2
  • 10
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    • On some descriptive aspects of monotone dependence
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    • The treatement of ties in ranking problems
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  • 14
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  • 17
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    • Relationships among some concepts of bivariate dependence
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    • Esary, I.D.1    Proschan, F.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.