Mesfioui, Mhamed; Quessy, Jean-François - In: Journal of Multivariate Analysis 101 (2010) 10, pp. 2398-2410
A notion of multivariate concordance suitable for non-continuous random variables is defined and many of its properties are established. This allows the definition of multivariate, non-continuous versions of Kendall's tau, Spearman's rho and Spearman's footrule, which are concordance measures....