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...
| Автори: | , , , |
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| Формат: | info:eu-repo/semantics/article |
| Мова: | English |
| Опубліковано: |
2023
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| Предмети: | |
| Онлайн доступ: | https://www.sciencedirect.com/science/article/abs/pii/S0165011420304553 http://hdl.handle.net/10835/14923 |