Spearman’s footrule and Gini’s gamma: Local bounds for bivariate copulas and the exact region with respect to Blomqvist’s beta
نویسندگان
چکیده
Copulas are becoming an essential tool in analyzing data thus encouraging interest related questions. In the early stage of exploratory analysis, say, it is helpful to know local copula bounds with a fixed value given measure association. These have been computed for Spearman’s rho, Kendall’s tau, and Blomqvist’s beta. The importance another two measures association, footrule Gini’s gamma, has reconfirmed recently. It main purpose this paper fill gap present mentioned these as well. turns out that quite non-trivial endeavor quasi-copulas not copulas certain values measures. We also give relations between association
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2021
ISSN: ['0377-0427', '1879-1778', '0771-050X']
DOI: https://doi.org/10.1016/j.cam.2021.113385