Geodesic
A subcopula based dependence measure
Kybernetika, Tome 53 (2017) no. 2, pp. 231-243 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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A dependence measure for arbitrary type pairs of random variables is proposed and analyzed, which in the particular case where both random variables are continuous turns out to be a concordance measure. Also, a sample version of the proposed dependence measure based on the empirical subcopula is provided, along with an R package to perform the corresponding calculations.
A dependence measure for arbitrary type pairs of random variables is proposed and analyzed, which in the particular case where both random variables are continuous turns out to be a concordance measure. Also, a sample version of the proposed dependence measure based on the empirical subcopula is provided, along with an R package to perform the corresponding calculations.
DOI : 10.14736/kyb-2017-2-0231
Classification : 62H20
Keywords: subcopula; dependence; concordance 
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Erdely, Arturo. A subcopula based dependence measure. Kybernetika, Tome 53 (2017) no. 2, pp. 231-243. doi: 10.14736/kyb-2017-2-0231

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