Best-possible bounds on the set of copulas with a given value of Spearman's footrule

In this paper we find pointwise best-possible bounds on the set of copulas with a given value of the Spearman’s footrule co-efficient. We show that the lower bound is always a copula but, unlike the bounds on sets of copulas with a given value of other measures, such as Kendall’s tau, Spearman’s rho...

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Main Authors: Beliakov, Gleb, Amo Artero, Enrique de, Fernández Sánchez, Juan, Úbeda Flores, Manuel
格式: info:eu-repo/semantics/article
语言:English
出版: 2023
主题:
在线阅读:https://www.sciencedirect.com/science/article/abs/pii/S0165011420304553
http://hdl.handle.net/10835/14923