Functions of Concordance and Dependence with Related Measures

Autor: Yalcin Tuncer, Fahrettin Arslan, Mehmet Yilmaz
Rok vydání: 2011
Předmět:
Zdroj: Communications in Statistics - Theory and Methods. 40:3349-3365
ISSN: 1532-415X
0361-0926
Popis: Some functions that serve as building blocks for construction of a wider range of modes of concordance and dependence are pointed. We probe into interplays of such modes. From the standpoint of their conformity to stochastic dominance ordering of distributions within a Frechet class, all such derived modes display some parallelism under certain conditions. We finally suggest a novel numeric measure of dependence that covers similar existing measures in literature.
Databáze: OpenAIRE