Fernández, Begoña Fernández; González-Barrios, José M. - In: Journal of Multivariate Analysis 89 (2004) 2, pp. 351-370
The problem of dependency between two random variables has been studied throughly in the literature. Many dependency measures have been proposed according to concepts such as concordance, quadrant dependency, etc. More recently, the development of the Theory of Copulas has had a great impact in...