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Title:On the exact regions determined by Kendall's tau and other concordance measures
Authors:ID Kokol-Bukovšek, Damjana (Author)
ID Stopar, Nik (Author)
Files:.pdf PDF - Presentation file, download (449,38 KB)
MD5: 0E917D0A07EBE6197A6C138C6CAEC4DF
 
URL URL - Source URL, visit https://link.springer.com/article/10.1007/s00009-023-02350-0
 
Language:English
Typology:1.01 - Original Scientific Article
Organization:Logo IMFM - Institute of Mathematics, Physics, and Mechanics
Abstract:We determine the upper and lower bounds 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.
Keywords:matematics, mathematical statistics, linear algebra
Publication status:Published
Publication version:Version of Record
Publication date:01.06.2023
Year of publishing:2023
Number of pages:16. str.
Numbering:Vol. 20, iss. 3, article no. 147
PID:20.500.12556/DiRROS-18485 New window
UDC:512
ISSN on article:1660-5446
DOI:10.1007/s00009-023-02350-0 New window
COBISS.SI-ID:143366915 New window
Publication date in DiRROS:20.03.2024
Views:489
Downloads:228
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Record is a part of a journal

Title:Mediterranean journal of mathematics
Shortened title:Mediterr. j. math.
Publisher:Birkhäuser
ISSN:1660-5446
COBISS.SI-ID:13561433 New window

Document is financed by a project

Funder:ARRS - Slovenian Research Agency
Project number:P1-0222
Name:Algebra, teorija operatorjev in finančna matematika

Licences

License:CC BY 4.0, Creative Commons Attribution 4.0 International
Link:http://creativecommons.org/licenses/by/4.0/
Description:This is the standard Creative Commons license that gives others maximum freedom to do what they want with the work as long as they credit the author.

Secondary language

Language:Slovenian
Keywords:matematika, matematična statistika, linearna algebra


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