On the Exact Regions Determined by Kendall’s Tau and Other Concordance Measures

MEDITERRANEAN JOURNAL OF MATHEMATICS(2023)

引用 0|浏览2
暂无评分
摘要
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.
更多
查看译文
关键词
Copula,dependence,concordance measure,Kendall’s tau,Spearman’s footrule,Gini’s gamma
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要