On the exact regions determined by Kendall's tau and other concordance measures

Autor:	Kokol-Bukovšek, Damjana, Stopar, Nik
Rok vydání:	2022
Předmět:	linearna algebra mathematical statistics General Mathematics dependence concordance measure udc:512 linear algebra matematika Kendall’s tau matematična statistika copula Gini’s gamma Spearman’s footrule matematics
Zdroj:	Mediterranean journal of mathematics, vol. 20, no. 3, 147, 2023.
ISSN:	1660-5446
DOI:	10.21203/rs.3.rs-2238860/v1
Popis:	We determine the upper and lower bound for possible values of Kendall's tau of a bivariate copula given that the value of its Spearman's footrule or Gini's gamma is known, and show that these bounds are always attained. Mathematics Subject Classification (2020). 62H20, 62H05, 60E05.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6a62815f310019984fbc5f52787d4a55 https://doi.org/10.21203/rs.3.rs-2238860/v1 Zobrazit plný text záznamu Full text from SpringerLink