Functions of Concordance and Dependence with Related Measures |
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Authors: | Yalcin Tuncer Fahrettin Arslan Mehmet Yilmaz |
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Institution: | 1. Department of Statistics , Fen Fakultesi , Ankara , Turkey tunceryal@gmail.com;3. Department of Statistics , Fen Fakultesi , Ankara , Turkey |
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Abstract: | Some functions that serve as building blocks for construction of a wider range of modes of concordance and dependence are pointed. We probe into interplays of such modes. From the standpoint of their conformity to stochastic dominance ordering of distributions within a Fréchet class, all such derived modes display some parallelism under certain conditions. We finally suggest a novel numeric measure of dependence that covers similar existing measures in literature. |
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Keywords: | Circular ordering Concordance-dependence kernels Dependence indices Fréchet class Stochastic dominance |
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