You are here

UCF Digital Collections ยป ETD Collection

MEASURES OF CONCORDANCE OF POLYNOMIAL TYPE

Download pdf | Full Screen View

Date Issued:
2004
Abstract/Description:
A measure of concordance, $\kappa$, is of polynomial type if and only if $\kappa (tA+(1-t)B)$ is a polynomial in $t$ where $A$ and $B$ are 2-copulas. The degree of such a type of measure of concordance is simply the highest degree of the polynomial associated with $\kappa$. In previous work [2], [3], properties of measures of concordance preserving convex sums (equivalently measures of concordance of polynomial type degree one) were established; however, a characterization was not made. Here a characterization is made using approximations involving doubly stochastic matrices. Other representations are provided from this characterization leading naturally to two interpretations of degree one measures of concordance. The existence of a family of measures of concordance of polynomial type having higher degree generated by a certain family of Borel measures on $(0,1)^{2n}$ is also shown. The representation of this family immediately leads to a probabilistic interpretation for all finite measures in $d_n$. Also, higher degree analogs of commonly known degree one measures of concordance are given as examples. For the degree 2 case in particular, we see there is no finite measure in $d_2$ generating Kendall's tau. Finally, another family of measures of concordance is given containing those generated by finite measures in $d_2$ as well as Kendall's tau.
Title: MEASURES OF CONCORDANCE OF POLYNOMIAL TYPE.
22 views
9 downloads
Name(s): Edwards, Heather, Author
Taylor, Michael , Committee Chair
University of Central Florida, Degree Grantor
Type of Resource: text
Date Issued: 2004
Publisher: University of Central Florida
Language(s): English
Abstract/Description: A measure of concordance, $\kappa$, is of polynomial type if and only if $\kappa (tA+(1-t)B)$ is a polynomial in $t$ where $A$ and $B$ are 2-copulas. The degree of such a type of measure of concordance is simply the highest degree of the polynomial associated with $\kappa$. In previous work [2], [3], properties of measures of concordance preserving convex sums (equivalently measures of concordance of polynomial type degree one) were established; however, a characterization was not made. Here a characterization is made using approximations involving doubly stochastic matrices. Other representations are provided from this characterization leading naturally to two interpretations of degree one measures of concordance. The existence of a family of measures of concordance of polynomial type having higher degree generated by a certain family of Borel measures on $(0,1)^{2n}$ is also shown. The representation of this family immediately leads to a probabilistic interpretation for all finite measures in $d_n$. Also, higher degree analogs of commonly known degree one measures of concordance are given as examples. For the degree 2 case in particular, we see there is no finite measure in $d_2$ generating Kendall's tau. Finally, another family of measures of concordance is given containing those generated by finite measures in $d_2$ as well as Kendall's tau.
Identifier: CFE0000254 (IID), ucf:46231 (fedora)
Note(s): 2004-12-01
Ph.D.
Arts and Sciences, Department of Mathematics
Doctorate
This record was generated from author submitted information.
Subject(s): measure of concordance
copula
Persistent Link to This Record: http://purl.flvc.org/ucf/fd/CFE0000254
Restrictions on Access: campus 2014-01-31
Host Institution: UCF

In Collections