Copula-type representation for random couples with Bernoulli margins
Michel M. Denuit, Philippe Lambert, Abdelouahid Tajar · DIAL (Catholic University of Leuven) · 2001
We propose a copula-type representation for random couples with Bernoulli margins. Some dependence measures for binary data are re-examined. It is stressed that satisfactory dependence measure should only depend on the discrete copula, and not on the margins.