Constraints on concordance measures in bivariate discrete data

被引：103

作者：

Denuit, M

Lambert, P

机构：

[1] Univ Catholique Louvain, Inst Stat, B-1348 Louvain, Belgium

[2] Univ Catholique Louvain, Inst Sci Actuarielles, B-1348 Louvain, Belgium

[3] Univ Catholique Louvain, Fac Med, Unite Epidemiol Biostat & Methodes Operationnelle, B-1348 Louvain, Belgium

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2005年 / 93卷 / 01期

关键词：

dependence; concordance; copula; bivariate discrete;

D O I：

10.1016/j.jmva.2004.01.004

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 2003 Elsevier Inc. All rights reserved.

引用

页码：40 / 57

页数：18