Abstract
Copulas can be used to describe multivariate dependence structures. We explore the rôle of copulas with fractal support in the study of association measures.
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de Amo, E., Carrillo, M.D., Fernández-Sánchez, J. (2010). On Concordance Measures and Copulas with Fractal Support. In: Borgelt, C., et al. Combining Soft Computing and Statistical Methods in Data Analysis. Advances in Intelligent and Soft Computing, vol 77. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-14746-3_17
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DOI: https://doi.org/10.1007/978-3-642-14746-3_17
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