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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखकों:	Beliakov, Gleb, Amo Artero, Enrique de, Fernández Sánchez, Juan, Úbeda Flores, Manuel
स्वरूप:	info:eu-repo/semantics/article
भाषा:	English
प्रकाशित:	2023
विषय:	Bounds Copula Lipschitz condition Quasi-copula Spearman’s footrule
ऑनलाइन पहुंच:	https://www.sciencedirect.com/science/article/abs/pii/S0165011420304553 http://hdl.handle.net/10835/14923

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