| Title: | The exact region determined by Spearman’s footrule, Gini’s gamma and Kendall’s tau |
|---|
| Authors: | ID Kokol-Bukovšek, Damjana (Author)
ID Lazić, Petra (Author)
ID Mojškerc, Blaž (Author)
ID Stopar, Nik (Author) |
|---|
| Files: |  PDF - Presentation file, download (3,45 MB)
MD5: C48EE892D8D8E4D3288DEC18C5AEA7F5
 URL - Source URL, visit https://www.sciencedirect.com/science/article/pii/S0377042726002827
|
|---|
| Language: | English |
|---|
| Typology: | 1.01 - Original Scientific Article |
|---|
| Organization: |  IMFM - Institute of Mathematics, Physics, and Mechanics
|
|---|
| 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, Concordance measures are used to express the degree of association between random variables. Practitioners may use several distinct concordance measures to narrow down the space of possible dependence structures. Consequently, the relations between different (weak) concordance measures have been extensively studied in recent years. The goal of this paper is to study the relation between Kendall’s tau, Gini’s gamma and Spearman’s footrule. In particular, we describe the exact region determined by these three measures, using shuffles of M and ordinal sums of copulas. We also provide the formulas for five main (weak) concordance measures and Chatterjee’s xi of ordinal sums of copulas. |
|---|
| 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: | 01.11.2026 |
|---|
| Year of publishing: | 2026 |
|---|
| Number of pages: | 19 str. |
|---|
| Numbering: | Vol. 486, article no. 117639 |
|---|
| PID: | 20.500.12556/DiRROS-28798  |
|---|
| UDC: | 519.2 |
|---|
| ISSN on article: | 0377-0427 |
|---|
| DOI: | 10.1016/j.cam.2026.117639 |
|---|
| COBISS.SI-ID: | 273645315 |
|---|
| Note: |
|
|---|
| Publication date in DiRROS: | 08.04.2026 |
|---|
| Views: | 238 |
|---|
| Downloads: | 185 |
|---|
| Metadata: |    |
|---|
|
:
|
Copy citation |
|---|
| | | | Share: |  |
|---|
Hover the mouse pointer over a document title to show the abstract or click
on the title to get all document metadata. |
