Title Asociacijos, priklausomybės ir konkordacijos matai rizikos poroms /
Translation of Title Association, dependence and concordance measures for risk pairs.
Authors Kolpakovas, Ernestas
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Pages 35
Abstract [eng] In this work, the concepts and axioms of association, dependence, and concordance and their applications in measuring the relationship between two quantities are presented. In addition, the paper examines the belonging of the functional of the quantiles to the class of concordance measures. The belonging of the Hoeffding H coefficient to the concordance measures is also analyzed. The work presents practical examples that allow to evaluate the dependence between two random variables as well as generated realizations.
Dissertation Institution Vilniaus universitetas.
Type Master thesis
Language Lithuanian
Publication date 2024