Reference : Constraints on concordance measures in bivariate discrete data
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/2268/24488
Constraints on concordance measures in bivariate discrete data
English
Denuit, Michel [ > > ]
Lambert, Philippe mailto [Université de Liège - ULg > Institut des sciences humaines et sociales > Méthodes quantitatives en sciences sociales >]
2005
Journal of Multivariate Analysis
Academic Press
93
40-57
Yes (verified by ORBi)
International
0047-259X
[en] Dependence ; Concordance ; Bivariate discrete data
[en] This paper aims to investigate the constraints on dependence measures based on the concept
of concordance when discrete random variables are involved. The main technical argument
consists in a continuous extension of integer-valued random variables by convolution with
unit support kernels
Belgian State (Federal Office for Scientific, Technical and Cultural Affairs)
IAP research network nr P5/ 24
http://hdl.handle.net/2268/24488
10.1016/j.jmva.2004.01.004

File(s) associated to this reference

Fulltext file(s):

FileCommentaryVersionSizeAccess
Open access
DenuitLambert2004.pdfAuthor postprint237.75 kBView/Open

Bookmark and Share SFX Query

All documents in ORBi are protected by a user license.