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.
| Identifer | oai:union.ndltd.org:ucf.edu/oai:stars.library.ucf.edu:etd-1184 |
| Date | 01 January 2004 |
| Creators | Edwards, Heather |
| Publisher | STARS |
| Source Sets | University of Central Florida |
| Language | English |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | Electronic Theses and Dissertations |
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