Convex weak concordance measures and their constructions

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F24%3A00599050" target="_blank" >RIV/67985556:_____/24:00599050 - isvavai.cz</a>

Výsledek na webu

<a href="https://www.sciencedirect.com/science/article/pii/S0165011423004864?via%3Dihub" target="_blank" >https://www.sciencedirect.com/science/article/pii/S0165011423004864?via%3Dihub</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1016/j.fss.2023.108841" target="_blank" >10.1016/j.fss.2023.108841</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Convex weak concordance measures and their constructions

Popis výsledku v původním jazyce

Considering the framework of weak concordance measures introduced by Liebscher in 2014, we propose and study convex weak concordance measures. This class of dependence measures contains as a proper subclass the class of all convex concordance measures, introduced and studied by Mesiar et al. in 2022, and thus it also covers the well-known concordance measures as Spearman's ρ, Gini's γ and Blomqvist's β. The class of all convex weak concordance measures also contains, for example, Spearman's footrule ϕ, which is not a concordance measure. In this paper, we first introduce basic convex weak concordance measures built in general by means of a single point (u,v)∈▽={(u,v)∈]0,1[2|u≥v} and its transpose (v,u) only. Then, based on basic convex weak concordance measures and probability measures on the Borel subsets of ▽, two rather general constructions of convex weak concordance measures are proposed, discussed and exemplified. Inspired by Edwards et al., probability measures-based constructions are generalized to Borel measures on B(]0,1[2)-based constructions also allowing some infinite measures to be considered. Finally, it is shown that the presented constructions also cover the mentioned standard (convex weak) concordance measures ρ, γ, β, ϕ and provide alternative formulas for them.

Název v anglickém jazyce

Convex weak concordance measures and their constructions

Popis výsledku anglicky

Considering the framework of weak concordance measures introduced by Liebscher in 2014, we propose and study convex weak concordance measures. This class of dependence measures contains as a proper subclass the class of all convex concordance measures, introduced and studied by Mesiar et al. in 2022, and thus it also covers the well-known concordance measures as Spearman's ρ, Gini's γ and Blomqvist's β. The class of all convex weak concordance measures also contains, for example, Spearman's footrule ϕ, which is not a concordance measure. In this paper, we first introduce basic convex weak concordance measures built in general by means of a single point (u,v)∈▽={(u,v)∈]0,1[2|u≥v} and its transpose (v,u) only. Then, based on basic convex weak concordance measures and probability measures on the Borel subsets of ▽, two rather general constructions of convex weak concordance measures are proposed, discussed and exemplified. Inspired by Edwards et al., probability measures-based constructions are generalized to Borel measures on B(]0,1[2)-based constructions also allowing some infinite measures to be considered. Finally, it is shown that the presented constructions also cover the mentioned standard (convex weak) concordance measures ρ, γ, β, ϕ and provide alternative formulas for them.

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

2024

Kód důvěrnosti údajů

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

Název periodika

Fuzzy Sets and Systems

ISSN

0165-0114

e-ISSN

1872-6801

Svazek periodika

478

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

NL - Nizozemsko

Počet stran výsledku

24

Strana od-do

108841

Kód UT WoS článku

001165967000001

EID výsledku v databázi Scopus

2-s2.0-85181143323