| Naslov: | The exact region determined by Spearman’s footrule, Gini’s gamma and Kendall’s tau |
|---|
| Avtorji: | ID Kokol-Bukovšek, Damjana (Avtor)
ID Lazić, Petra (Avtor)
ID Mojškerc, Blaž (Avtor)
ID Stopar, Nik (Avtor) |
|---|
| Datoteke: |  PDF - Predstavitvena datoteka, prenos (3,45 MB)
MD5: C48EE892D8D8E4D3288DEC18C5AEA7F5
 URL - Izvorni URL, za dostop obiščite https://www.sciencedirect.com/science/article/pii/S0377042726002827
|
|---|
| Jezik: | Angleški jezik |
|---|
| Tipologija: | 1.01 - Izvirni znanstveni članek |
|---|
| Organizacija: |  IMFM - Inštitut za matematiko, fiziko in mehaniko
|
|---|
| Povzetek: | 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. |
|---|
| Ključne besede: | copula, dependence concepts, supremum and infimum of a set of copulas, measures of concordance, quasi-copula, local bounds |
|---|
| Status publikacije: | Objavljeno |
|---|
| Verzija publikacije: | Objavljena publikacija |
|---|
| Datum objave: | 01.11.2026 |
|---|
| Leto izida: | 2026 |
|---|
| Št. strani: | 19 str. |
|---|
| Številčenje: | Vol. 486, article no. 117639 |
|---|
| PID: | 20.500.12556/DiRROS-28798  |
|---|
| UDK: | 519.2 |
|---|
| ISSN pri članku: | 0377-0427 |
|---|
| DOI: | 10.1016/j.cam.2026.117639 |
|---|
| COBISS.SI-ID: | 273645315 |
|---|
| Opomba: |
|
|---|
| Datum objave v DiRROS: | 08.04.2026 |
|---|
| Število ogledov: | 235 |
|---|
| Število prenosov: | 185 |
|---|
| Metapodatki: |    |
|---|
|
:
|
Kopiraj citat |
|---|
| | | | Objavi na: |  |
|---|
Postavite miškin kazalec na naslov za izpis povzetka. Klik na naslov izpiše
podrobnosti ali sproži prenos. |
