Copula–Induced Measures of Concordance
Copula–Induced Measures of Concordance
Abstract We study measures of concordance for multivariate copulas and copulas that induce measures of concordance. To this end, for a copula A, we consider the maps C → R given by where C denotes the collection of all d–dimensional copulas, M is the Fréchet–Hoeffding upper bound, Π is the …