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On the exact regions determined by Kendall's tau and other concordance measures
- Source :
- Mediterranean journal of mathematics, vol. 20, no. 3, 147, 2023.
- Publication Year :
- 2022
- Publisher :
- Research Square Platform LLC, 2022.
-
Abstract
- We determine the upper and lower bound 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. Mathematics Subject Classification (2020). 62H20, 62H05, 60E05.
Details
- ISSN :
- 16605446
- Database :
- OpenAIRE
- Journal :
- Mediterranean journal of mathematics, vol. 20, no. 3, 147, 2023.
- Accession number :
- edsair.doi.dedup.....6a62815f310019984fbc5f52787d4a55
- Full Text :
- https://doi.org/10.21203/rs.3.rs-2238860/v1