Denuit, Michel
[UCL]
Lambert, Philippe
[UCL]
This paper aims to investigate the constraints on dependence measures based on the concept of concordance when discrete random variables are involved. The main technical argument consists in a continuous extension of integer-valued random variables by convolution with unit support kernels.
Référence bibliographique |
Denuit, Michel ; Lambert, Philippe. Constraints on concordance measures in bivariate discrete data. In: Journal of Multivariate Analysis, Vol. 93, p. 40-57 (2005) |
Permalien |
http://hdl.handle.net/2078/16968 |