| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10524783 | Journal of Multivariate Analysis | 2005 | 18 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Michel Denuit, Philippe Lambert,