Constraints on concordance measures in bivariate discrete data

Authors:
Michel Denuit;Philippe Lambert
Affiliations:
Institut de Statistique, Université Catholique de Louvain, Voie du Roman Pays, 20, B-1348 Louvain-la-Neuve, Belgium and Institut des Sciences Actuarielles, Université catholique de Louva ...;Inst. de Stat., Univ. Cath. de Louvain and Unité d'épidémiologie, bios. et méthodes opérationnelles en santé publique, Fac. de Médecine, Univ. catholique de Louv ...
Venue:
Journal of Multivariate Analysis
Year:
2005

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Abstract

This paper aims to investigate the constraints on dependence measures based on the concept of concordance when discrete random variables are involved. The main technical argument consists in a continuous extension of integer-valued random variables by convolution with unit support kernels.