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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2024-06-01
|
| Series: | Nonlinear Analysis |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/nonlinear-analysis/article/view/35460 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|