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...
| Main Authors: | , , , |
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| Format: | info:eu-repo/semantics/article |
| Language: | English |
| Published: |
2023
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| Subjects: | |
| Online Access: | https://www.sciencedirect.com/science/article/abs/pii/S0165011420304553 http://hdl.handle.net/10835/14923 |
| _version_ | 1789406681334022144 |
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| author | Beliakov, Gleb Amo Artero, Enrique de Fernández Sánchez, Juan Úbeda Flores, Manuel |
| author_facet | Beliakov, Gleb Amo Artero, Enrique de Fernández Sánchez, Juan Úbeda Flores, Manuel |
| author_sort | Beliakov, Gleb |
| collection | DSpace |
| description | 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 and Blonqvist’s beta, the upper bound can be a copula or a proper quasi-copula. We characterised both of these cases. |
| format | info:eu-repo/semantics/article |
| id | oai:repositorio.ual.es:10835-14923 |
| institution | Universidad de Cuenca |
| language | English |
| publishDate | 2023 |
| record_format | dspace |
| spelling | oai:repositorio.ual.es:10835-149232023-12-22T11:51:41Z Best-possible bounds on the set of copulas with a given value of Spearman's footrule Beliakov, Gleb Amo Artero, Enrique de Fernández Sánchez, Juan Úbeda Flores, Manuel Bounds Copula Lipschitz condition Quasi-copula 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 and Blonqvist’s beta, the upper bound can be a copula or a proper quasi-copula. We characterised both of these cases. 2023-12-22T11:51:41Z 2023-12-22T11:51:41Z 2022 info:eu-repo/semantics/article 0165-0114 https://www.sciencedirect.com/science/article/abs/pii/S0165011420304553 http://hdl.handle.net/10835/14923 10.1016/j.fss.2020.11.011 en Attribution-NonCommercial-NoDerivatives 4.0 Internacional http://creativecommons.org/licenses/by-nc-nd/4.0/ info:eu-repo/semantics/openAccess |
| spellingShingle | Bounds Copula Lipschitz condition Quasi-copula Spearman’s footrule Beliakov, Gleb Amo Artero, Enrique de Fernández Sánchez, Juan Úbeda Flores, Manuel Best-possible bounds on the set of copulas with a given value of Spearman's footrule |
| title | Best-possible bounds on the set of copulas with a given value of Spearman's footrule |
| title_full | Best-possible bounds on the set of copulas with a given value of Spearman's footrule |
| title_fullStr | Best-possible bounds on the set of copulas with a given value of Spearman's footrule |
| title_full_unstemmed | Best-possible bounds on the set of copulas with a given value of Spearman's footrule |
| title_short | Best-possible bounds on the set of copulas with a given value of Spearman's footrule |
| title_sort | best-possible bounds on the set of copulas with a given value of spearman's footrule |
| topic | Bounds Copula Lipschitz condition Quasi-copula Spearman’s footrule |
| url | https://www.sciencedirect.com/science/article/abs/pii/S0165011420304553 http://hdl.handle.net/10835/14923 |
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