| Title: | On the exact region determined by Spearman's rho and Spearman's footrule |
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| Authors: | ID Kokol-Bukovšek, Damjana (Author)
ID Stopar, Nik (Author) |
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| Files: |  PDF - Presentation file, download (1,55 MB)
MD5: 38C47577B814FABD0CD25945F354EA8E
 URL - Source URL, visit https://www.sciencedirect.com/science/article/pii/S0377042723004077
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| Language: | English |
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| Typology: | 1.01 - Original Scientific Article |
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| Organization: |  IMFM - Institute of Mathematics, Physics, and Mechanics
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| Abstract: | 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. |
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| Keywords: | copula, dependence concepts, supremum and infimum of a set of copulas, measures of concordance, quasi-copula, local bounds |
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| Publication status: | Published |
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| Publication version: | Version of Record |
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| Publication date: | 01.02.2024 |
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| Year of publishing: | 2024 |
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| Number of pages: | 23 str. |
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| Numbering: | Vol. 437, article no. 115463 |
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| PID: | 20.500.12556/DiRROS-18393  |
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| UDC: | 519.2 |
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| ISSN on article: | 0377-0427 |
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| DOI: | 10.1016/j.cam.2023.115463 |
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| COBISS.SI-ID: | 159892227 |
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| Publication date in DiRROS: | 13.03.2024 |
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| Views: | 114 |
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| Downloads: | 64 |
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| Metadata: |     |
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