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On the exact regions determined by Kendall's tau and other concordance measures

Nik Stopar, Damjana Kokol Bukovšek

Type: Preprint

Publication Date: 2022-11-07

Citations: 0

DOI: https://doi.org/10.21203/rs.3.rs-2238860/v1

Abstract

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.

Locations

  • Research Square (Research Square) - View - PDF
  • Repository of the University of Ljubljana (University of Ljubljana) - View - PDF
  • DiRROS repository (University of Maribor) - View - PDF

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Works That Cite This (0)

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Works Cited by This (21)

Action Title Year Authors
+ Spearman's Footrule as a Measure of Disarray 1977 Persi Diaconis
Ron Graham
+ BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION 2001 Roger B. Nelsen
José Juan Quesada-Molina
Joseé Antonio Rodriíguez-Lallena
Manuel Úbeda-Flores
+ Concordance and Gini's measure of association 1998 Roger B. Nelsen
+ Spearman's footrule and Gini's gamma: a review with complements 2010 Christian Genest
Johanna Nešlehová
Noomen Ben Ghorbal
+ Multivariate versions of Blomqvist’s beta and Spearman’s footrule 2005 Manuel Úbeda-Flores
+ Distribution functions of copulas: a class of bivariate probability integral transforms 2001 Roger B. Nelsen
José Juan Quesada-Molina
José Antonio Rodrı́guez-Lallena
Manuel Úbeda-Flores
+ PDF Chat Copula-based dependence measures 2014 Eckhard Liebscher
+ PDF Chat Bivariate copulas: Transformations, asymmetry and measures of concordance 2014 Sebastian Fuchs
Klaus D. Schmidt
+ A multivariate version of Gini's rank association coefficient 2007 Javad Behboodian
Ali Dolati
Manuel Úbeda-Flores
+ Characterizations of degree one bivariate measures of concordance 2009 Heather Edwards
M. D. Taylor