H. H. Edwards, P. Mikusiński, M. D. Taylor, "Measures of concordance determined by -invariant copulas", International Journal of Mathematics and Mathematical Sciences, vol. 2004, Article ID 593802, 9 pages, 2004. https://doi.org/10.1155/S016117120440355X
Measures of concordance determined by -invariant copulas
A continuous random vector uniquely determines a copula such that when the distribution functions of and are properly composed into , the joint distribution function of results. A copula is said to be -invariant if its mass distribution is invariant with respect to the symmetries of the unit square. A -invariant copula leads naturally to a family of measures of concordance having a particular form, and all copulas generating this family are -invariant. The construction examined here includes Spearman’s rho and Gini’s measure of association as special cases.
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