Measures of concordance determined by D4-invariant copulas
A continuous random vector (X,Y) uniquely determines a copula C:[0,1]2→[0,1] such that when the distribution functions of X and Y are properly composed into C, the joint distribution function of (X,Y) results. A copula is said to be D4-invariant if its mass distribution is invariant with respect to...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2004-01-01
|
| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/S016117120440355X |