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
name Elsevier
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
url https://library.utia.cas.cz/separaty/2024/E/mesiar-0599050.pdf
source
url https://www.sciencedirect.com/science/article/pii/S0165011423004864?via%3Dihub
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