We survey the measures of association that are based on bivariate copulas. Almost no proof will be reported, although an exception is made in the case of the Schweizer--Wolff measure, since the details of the proof are mainly contained in Wolff's Ph.D. dissertation, which is not readily available.
A survey of copula-–based measures of association
SEMPI, Carlo
2015-01-01
Abstract
We survey the measures of association that are based on bivariate copulas. Almost no proof will be reported, although an exception is made in the case of the Schweizer--Wolff measure, since the details of the proof are mainly contained in Wolff's Ph.D. dissertation, which is not readily available.File in questo prodotto:
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