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On the exact region determined by Spearman's rho and Spearman's footruleDamjana Kokol-Bukovšek,
Nik Stopar, 2024, izvirni znanstveni članek
Povzetek: We determine the lower bound for possible values of Spearman’s rho of a bivariate copula given that the value of its Spearman's footrule is known and show that this bound is always attained. We also give an estimate for the exact upper bound and prove that the estimate is exact for some but not all values of Spearman's footrule. Nevertheless, we show that the estimate is quite tight.
Ključne besede: copula, dependence concepts, supremum and infimum of a set of copulas, measures of concordance, quasi-copula, local bounds
Objavljeno v DiRROS: 13.03.2024; Ogledov: 110; Prenosov: 63
Celotno besedilo (1,55 MB)
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