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On the exact regions determined by Kendall's tau and other concordance measures
Damjana Kokol-Bukovšek, Nik Stopar, 2023, original scientific article

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
Published in DiRROS: 20.03.2024; Views: 108; Downloads: 49
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