Constraints on concordance measures in bivariate discrete data

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.

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Year of publication:	2005
Authors:	Denuit, Michel ; Lambert, Philippe
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 93.2005, 1, p. 40-57
Publisher:	Elsevier
Subject:	Dependence Concordance Copula Bivariate discrete

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005152862