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identical. I propose to use a copula-based framework to order societies with respect to their dependence. A class of measures of …
Persistent link: https://www.econbiz.de/10008630058
order multivariate random vectors with non-fixed margins, I impose a scale invariance principle which leads to a copula …-based concordance dependence ordering. Finally, a wide family of copula-based measures of dependence is characterized to which Spearman …
Persistent link: https://www.econbiz.de/10008516203