Convex concordance measures

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17610%2F22%3AA2302FUQ" target="_blank" >RIV/61988987:17610/22:A2302FUQ - isvavai.cz</a>

Výsledek na webu

<a href="https://www.webofscience.com/wos/woscc/full-record/WOS:000812960300018" target="_blank" >https://www.webofscience.com/wos/woscc/full-record/WOS:000812960300018</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1016/j.fss.2022.01.001" target="_blank" >10.1016/j.fss.2022.01.001</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Convex concordance measures

Popis výsledku v původním jazyce

Based on the Scarsini axioms characterizing concordance measures between two random variables X and Y linked by a copula C, we introduce and discuss convex concordance measures. In their simplest form, they are dependent, except for a few degenerated cases, on a value of C at a single point (x, y) such that 0 < y < x < 21, and on the values at seven other points corresponding to this point, namely, (y, x), (x, 1 - y), (1 - y, x), (1 - x, y), (y, 1 - y), (1 - x, 1 - y) and (1 - y, 1 - x). Our approach covers, among others, such classical concordance measures as Spearman's rho, Gini's gamma, Blomqvist's beta, but also the concordance measures introduced by Fuchs and Schmidt. Though some of the introduced constructions are related to the results of Edwards, Mikusin`ski and Taylor, they offer a genuine motivation and provide a more transparent view.

Název v anglickém jazyce

Convex concordance measures

Popis výsledku anglicky

Based on the Scarsini axioms characterizing concordance measures between two random variables X and Y linked by a copula C, we introduce and discuss convex concordance measures. In their simplest form, they are dependent, except for a few degenerated cases, on a value of C at a single point (x, y) such that 0 < y < x < 21, and on the values at seven other points corresponding to this point, namely, (y, x), (x, 1 - y), (1 - y, x), (1 - x, y), (y, 1 - y), (1 - x, 1 - y) and (1 - y, 1 - x). Our approach covers, among others, such classical concordance measures as Spearman's rho, Gini's gamma, Blomqvist's beta, but also the concordance measures introduced by Fuchs and Schmidt. Though some of the introduced constructions are related to the results of Edwards, Mikusin`ski and Taylor, they offer a genuine motivation and provide a more transparent view.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10103 - Statistics and probability

Projekt

—

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2022

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

FUZZY SET SYST

ISSN

0165-0114

e-ISSN

—

Svazek periodika

—

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

NL - Nizozemsko

Počet stran výsledku

12

Strana od-do

366-377

Kód UT WoS článku

000812960300018

EID výsledku v databázi Scopus

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