A few generalizations of Kendall’s tau. Part I: Construction
Complimenting our earlier work on generalizations of popular concordance measures in the sense of Scarsini for a pair of continuous random variables (X, Y) (such measures can be understood as functions of the bivariate copula C associated with (X, Y)), we focus on generalizations of Kendall’s τ. In...
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| Formato: | Artigo |
| Lenguaje: | Inglês |
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Vilnius University Press
2024-06-01
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| Colección: | Nonlinear Analysis |
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| Acceso en línea: | https://www.journals.vu.lt/nonlinear-analysis/article/view/35460 |
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