bibtype |
J -
Journal Article
|
ARLID |
0599050 |
utime |
20241021111203.7 |
mtime |
20241007235959.9 |
SCOPUS |
85181143323 |
WOS |
001165967000001 |
DOI |
10.1016/j.fss.2023.108841 |
title
(primary) (eng) |
Convex weak concordance measures and their constructions |
specification |
page_count |
24 s. |
media_type |
P |
|
serial |
ARLID |
cav_un_epca*0256642 |
ISSN |
0165-0114 |
title
|
Fuzzy Sets and Systems |
volume_id |
478 |
publisher |
|
|
keyword |
Concordance measure |
keyword |
Convex concordance measure |
keyword |
Convex weak concordance measure |
keyword |
Copula |
keyword |
Random vector |
author
(primary) |
ARLID |
cav_un_auth*0101163 |
name1 |
Mesiar |
name2 |
Radko |
institution |
UTIA-B |
full_dept (cz) |
Ekonometrie |
full_dept (eng) |
Department of Econometrics |
department (cz) |
E |
department (eng) |
E |
full_dept |
Department of Econometrics |
share |
40 |
garant |
A |
fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
author
|
ARLID |
cav_un_auth*0212843 |
name1 |
Kolesárová |
name2 |
A. |
country |
SK |
share |
20 |
|
author
|
ARLID |
cav_un_auth*0436913 |
name1 |
Sheikhi |
name2 |
A. |
country |
IR |
share |
20 |
|
author
|
ARLID |
cav_un_auth*0473808 |
name1 |
Shvydka |
name2 |
S. |
country |
SK |
share |
20 |
|
source |
|
source |
|
cas_special |
abstract
(eng) |
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 ρ, Gini's γ and Blomqvist's β. The class of all convex weak concordance measures also contains, for example, Spearman's footrule ϕ, 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 (u,v)∈▽={(u,v)∈]0,1[2|u≥v} and its transpose (v,u) 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 ρ, γ, β, ϕ and provide alternative formulas for them. |
result_subspec |
WOS |
RIV |
BA |
FORD0 |
10000 |
FORD1 |
10100 |
FORD2 |
10103 |
reportyear |
2025 |
num_of_auth |
4 |
inst_support |
RVO:67985556 |
permalink |
https://hdl.handle.net/11104/0357045 |
confidential |
S |
article_num |
108841 |
mrcbC91 |
C |
mrcbT16-e |
COMPUTERSCIENCETHEORYMETHODS|MATHEMATICSAPPLIED|STATISTICSPROBABILITY |
mrcbT16-j |
0.645 |
mrcbT16-s |
1.009 |
mrcbT16-D |
Q3 |
mrcbT16-E |
Q2 |
arlyear |
2024 |
mrcbU14 |
85181143323 SCOPUS |
mrcbU24 |
PUBMED |
mrcbU34 |
001165967000001 WOS |
mrcbU63 |
cav_un_epca*0256642 Fuzzy Sets and Systems Roč. 478 č. 1 2024 0165-0114 1872-6801 Elsevier |
|