Events and Meetings of Italian Statistical Society, Statistics and Demography: the Legacy of Corrado Gini

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Small-sample inference on measures of concordance for the Gaussian bivariate copula with emphasis on Gini's gamma index
Valentina Mameli, Alessandra Rosalba Brazzale

Last modified: 2015-09-05

Abstract


Likelihood-based small-sample procedures to compute confidence intervals for measures of concordance in a Gaussian bivariate copula are presented, with special emphasis on Gini's gamma index.

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