Functions of Concordance and Dependence with Related Measures
Autor: | Yalcin Tuncer, Fahrettin Arslan, Mehmet Yilmaz |
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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 |
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