Copula-based dependence measures
Copula-based dependence measures
Abstract The aim of the present paper is to examine two wide classes of dependence coefficients including several well-known coefficients, for example Spearmanās Ļ, Spearmanās footrule, and the Gini coefficient. There is a close relationship between the two classes: The second class is obtained by a symmetrisation of the coefficients ā¦