Bivariate copulas: Transformations, asymmetry and measures of concordance
| Autor: | Sebastian Fuchs, Klaus D. Schmidt |
|---|---|
| Rok vydání: | 2014 |
| Předmět: |
Discrete mathematics
Pure mathematics media_common.quotation_subject Concordance Copula (linguistics) Statistics::Other Statistics Bivariate analysis Asymmetry Statistics::Computation Theoretical Computer Science Artificial Intelligence Control and Systems Engineering Electrical and Electronic Engineering Software Information Systems media_common Mathematics |
| Zdroj: | Kybernetika. :109-125 |
| ISSN: | 1805-949X 0023-5954 |
| DOI: | 10.14736/kyb-2014-1-0109 |
| Popis: | The present paper introduces a group of transformations on the collection of all bivariate copulas. This group contains an involution which is particularly useful since it provides (1) a criterion under which a given symmetric copula can be transformed into an asymmetric one and (2) a condition under which for a given copula the value of every measure of concordance is equal to zero. The group also contains a subgroup which is of particular interest since its four elements preserve symmetry, the order between two copulas and the value of every measure of concordance. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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