The exact region determined by Blomqvist’s beta, Spearman’s footrule and Gini’s gamma

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Title:	The exact region determined by Blomqvist’s beta, Spearman’s footrule and Gini’s gamma
Authors:	ID Kokol-Bukovšek, Damjana (Author) ID Mojškerc, Blaž (Author)
Files:	PDF - Presentation file, download (2,11 MB) MD5: F4D25B647EBC65A6C06802962400C775 URL - Source URL, visit https://www.sciencedirect.com/science/article/pii/S0377042725003759
Language:	English
Typology:	1.01 - Original Scientific Article
Organization:	IMFM - Institute of Mathematics, Physics, and Mechanics
Keywords:	copula, dependence concepts, supremum and infimum of a set of copulas, measures of concordance, quasi-copula, local bounds
Publication status:	Published
Publication version:	Version of Record
Publication date:	01.02.2026
Year of publishing:	2026
Number of pages:	13 str.
Numbering:	Vol. 473, article no. ǂ116861
PID:	20.500.12556/DiRROS-22872
UDC:	519.2
ISSN on article:	0377-0427
DOI:	10.1016/j.cam.2025.116861
COBISS.SI-ID:	240610307
Publication date in DiRROS:	07.07.2025
Views:	329
Downloads:	197
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Title:	Journal of computational and applied mathematics
Shortened title:	J. comput. appl. math.
Publisher:	Koninklijke Vlaamse Ingenieursvereniging
ISSN:	0377-0427
COBISS.SI-ID:	27496960

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

License:	CC BY-NC 4.0, Creative Commons Attribution-NonCommercial 4.0 International

Link:	http://creativecommons.org/licenses/by-nc/4.0/
Description:	A creative commons license that bans commercial use, but the users don’t have to license their derivative works on the same terms.

Language:	Slovenian
Abstract:	To quantify the degree of association between random variables, concordance measures are employed. To express such a degree, a single measure might give too much space, so several are used for comparison. In this paper we study the ternary relation between three well-known (weak) concordance measures, namely Blomqvist’s beta, Spearman’s footrule and Gini’s gamma. In other words, given the values of Blomqvist’s beta and Spearman’s footrule, we determine the degree of freedom a copula has at taking the value of Gini’s gamma. We explicitly determine the 3-dimensional region representing the relation. We also provide copulas where bounds of the region are attained.
Keywords:	kopula, koncepti odvisnosti, supremum in infimum množice kopul, mere skladnosti, kvazikopula, lokalne meje

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