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

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...

書誌詳細
主要な著者:	Beliakov, Gleb, Amo Artero, Enrique de, Fernández Sánchez, Juan, Úbeda Flores, Manuel
フォーマット:	info:eu-repo/semantics/article
言語:	English
出版事項:	2023
主題:	Bounds Copula Lipschitz condition Quasi-copula Spearman’s footrule
オンライン･アクセス:	https://www.sciencedirect.com/science/article/abs/pii/S0165011420304553 http://hdl.handle.net/10835/14923

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