On Concordance Measures and Copulas with Fractal Support

E. de Amo,M. Díaz Carrillo,Juan Fernández-Sánchez

On Concordance Measures and Copulas with Fractal Support

2010

E. de Amo
M. Díaz Carrillo
Juan Fernández-Sánchez

Copulas can be used to describe multivariate dependence structures. We explore the role of copulas with fractal support in the study of association measures.

Keywords:

Computer science
Econometrics
Multivariate statistics
Statistics
Copula (linguistics)
Concordance
Fractal

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