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Estimators for a Class of Bivariate Measures of Concordance for Copulas (1701.04582v1)

Published 17 Jan 2017 in math.ST and stat.TH

Abstract: In the present paper we propose and study estimators for a wide class of bivariate measures of concordance for copulas. These measures of concordance are generated by a copula and generalize Spearman's rho and Gini's gamma. In the case of Spearman's rho and Gini's gamma the estimators turn out to be the usual sample versions of these measures of concordance.