Title: | On the exact regions determined by Kendall's tau and other concordance measures |
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Authors: | ID Kokol-Bukovšek, Damjana (Author) ID Stopar, Nik (Author) |
Files: | PDF - Presentation file, download (449,38 KB) MD5: 0E917D0A07EBE6197A6C138C6CAEC4DF
URL - Source URL, visit https://link.springer.com/article/10.1007/s00009-023-02350-0
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Language: | English |
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Typology: | 1.01 - Original Scientific Article |
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Organization: | IMFM - Institute of Mathematics, Physics, and Mechanics
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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. |
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Keywords: | matematics, mathematical statistics, linear algebra |
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Publication status: | Published |
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Publication version: | Version of Record |
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Publication date: | 01.06.2023 |
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Year of publishing: | 2023 |
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Number of pages: | 16. str. |
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Numbering: | Vol. 20, iss. 3, article no. 147 |
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PID: | 20.500.12556/DiRROS-18485 |
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UDC: | 512 |
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ISSN on article: | 1660-5446 |
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DOI: | 10.1007/s00009-023-02350-0 |
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COBISS.SI-ID: | 143366915 |
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Publication date in DiRROS: | 20.03.2024 |
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Views: | 482 |
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Downloads: | 226 |
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