| Autor: |
Fuchs Sebastian, McCord Yann |
| Jazyk: |
angličtina |
| Rok vydání: |
2019 |
| Předmět: |
|
| Zdroj: |
Dependence Modeling, Vol 7, Iss 1, Pp 126-132 (2019) |
| Druh dokumentu: |
article |
| ISSN: |
2300-2298 |
| DOI: |
10.1515/demo-2019-0005 |
| Popis: |
Úbeda-Flores showed that the range of multivariate Spearman’s footrule for copulas of dimension d ≥ 2 is contained in the interval [−1/d, 1], that the upper bound is attained exclusively by the upper Fréchet-Hoeffding bound, and that the lower bound is sharp in the case where d = 2. The present paper provides characterizations of the copulas attaining the lower bound of multivariate Spearman’s footrule in terms of the copula measure but also via the copula’s diagonal section. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
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