Constraints on concordance measures in bivariate discrete data
(2002)
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- Abstract
- 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 continuing integer-valued random variables by convolution with support kernels.
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Citations
Denuit, M., & Lambert, P. (2002). Constraints on concordance measures in bivariate discrete data (STAT Discussion paper 0212). https://hdl.handle.net/2078.5/26508