Matrix compatibility and correlation mixture representation of generalized Gini's gamma

Representations of measures of concordance in terms of Pearson' s correlation coefficient are studied. All transforms of random variables are characterized such that the correlation coefficient of the transformed random variables is a measure of concordance. Next, Gini' s gamma is generali...

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Bibliographische Detailangaben

Hauptverfasser:	Koike, Takaaki, Hofert, Marius
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Statistics Theory Statistics - Theory
Online-Zugang:	Volltext bestellen
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