Reference : Constraints on concordance measures in bivariate discrete data

	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/2268/24488

Title :	Constraints on concordance measures in bivariate discrete data
Language :	English
Author, co-author :	Denuit, Michel [ > > ]
	Lambert, Philippe [Université de Liège - ULg > Institut des sciences humaines et sociales > Méthodes quantitatives en sciences sociales >]
Publication date :	2005
Journal title :	Journal of Multivariate Analysis
Publisher :	Academic Press
Volume :	93
Pages :	40-57
Audience :	International
ISSN :	0047-259X
Keywords :	[en] Dependence ; Concordance ; Bivariate discrete data
Abstract :	[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
Funders :	Belgian State (Federal Office for Scientific, Technical and Cultural Affairs)
Name of the research project :	IAP research network nr P5/ 24
Permalink :	http://hdl.handle.net/2268/24488
DOI :	10.1016/j.jmva.2004.01.004

	File(s) associated to this reference
	Fulltext file(s): File Commentary Version Size Access Open access DenuitLambert2004.pdf Author postprint 237.75 kB View/Open

All documents in ORBi are protected by a user license.

 

© ULg Library Network |  Feedback |  ORBi legal notices

Dspace v1.5