Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta

DOI10.1016/j.cam.2021.113385zbMath1457.60025arXiv2009.06221OpenAlexW3085590694MaRDI QIDQ2226323

Damjana Kokol Bukovšek, Blaž Mojškerc, Matjaž Omladič, Tomasž Košir

Publication date: 12 February 2021

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.06221

zbMATH Keywords

copulalocal boundsdependence conceptsquasi-copulameasures of concordancesupremum and infimum of a set of copulas

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05)

Related Items (8)

On the exact region determined by Spearman's footrule and Gini's gamma ⋮ On the exact region determined by Spearman's rho and Spearman's footrule ⋮ Asymptotic properties of Spearman's footrule and Gini's gamma in bivariate normal model ⋮ Correction to: ``Best-possible bounds on the set of copulas with a given value of Spearman's footrule ⋮ Dedekind-MacNeille completion of multivariate copulas via ALGEN method ⋮ On the exact regions determined by Kendall's tau and other concordance measures ⋮ Multivariate copulas with given values at two arbitrary points ⋮ Unnamed Item

Uses Software

• Mathematica
• CopulaModel

Cites Work

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