On the Exact Regions Determined by Kendall’s Tau and Other Concordance Measures
MEDITERRANEAN JOURNAL OF MATHEMATICS(2023)
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.
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关键词
Copula,dependence,concordance measure,Kendall’s tau,Spearman’s footrule,Gini’s gamma
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