Convex weak concordance measures and their constructions

FUZZY SETS AND SYSTEMS(2024)

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摘要
Considering the framework of weak concordance measures introduced by Liebscher in 2014, we propose and study convex weak concordance measures. This class of dependence measures contains as a proper subclass the class of all convex concordance measures, introduced and studied by Mesiar et al. in 2022, and thus it also covers the well-known concordance measures as Spearman's ?????? , Gini's ?????? and Blomqvist's ??????. The class of all convex weak concordance measures also contains, for example, Spearman's footrule ?????? , which is not a concordance measure. In this paper, we first introduce basic convex weak concordance measures built in general by means of a single point (??????, ??????) is an element of = {(??????, ??????) is an element of]0 , 1[2 divide ?????? >= ??????} and its transpose (??????, ??????) only. Then, based on basic convex weak concordance measures and probability measures on the Borel subsets of , two rather general constructions of convex weak concordance measures are proposed, discussed and exemplified. Inspired by Edwards et al., probability measures-based constructions are generalized to Borel measures on B(]0 , 1[2)-based constructions also allowing some infinite measures to be considered. Finally, it is shown that the presented constructions also cover the mentioned standard (convex weak) concordance measures ?????? , ?????? , ??????,??????and provide alternative formulas for them.
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关键词
Concordance measure,Convex concordance measure,Convex weak concordance measure,Copula,Random vector
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