# Estimators for a Class of Bivariate Measures of Concordance for Copulas

**Authors:** Sebastian Fuchs, Klaus D. Schmidt

arXiv: 1701.04582 · 2017-01-18

## TL;DR

This paper introduces estimators for a broad class of bivariate concordance measures derived from copulas, generalizing Spearman's rho and Gini's gamma, with estimators aligning with traditional sample versions.

## Contribution

It proposes new estimators for a wide class of concordance measures based on copulas, extending existing measures like Spearman's rho and Gini's gamma.

## Key findings

- Estimators for Spearman's rho and Gini's gamma are the standard sample versions.
- The proposed estimators are applicable to a broad class of copula-based concordance measures.
- The paper provides theoretical analysis of these estimators.

## Abstract

In the present paper we propose and study estimators for a wide class of bivariate measures of concordance for copulas. These measures of concordance are generated by a copula and generalize Spearman's rho and Gini's gamma. In the case of Spearman's rho and Gini's gamma the estimators turn out to be the usual sample versions of these measures of concordance.

## Full text

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Source: https://tomesphere.com/paper/1701.04582