On concordance measures and copulas with fractal support

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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. © 2010 Springer-Verlag Berlin Heidelberg.

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De Amo, E., Carrillo, M. D., & Fernández-Sánchez, J. (2010). On concordance measures and copulas with fractal support. In Advances in Intelligent and Soft Computing (Vol. 77, pp. 131–138). Springer Verlag. https://doi.org/10.1007/978-3-642-14746-3_17

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