Best-possible bounds on the set of copulas with a given value of Gini's gamma
In this note, pointwise best-possible (lower and upper) bounds on the set of copulas with a given value of the Gini’s gamma coefficient are established. It is shown that, unlike the best-possible bounds on the set of copulas with a given value of other known measures such as Kendall’s tau, Spearma...
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| Formatua: | info:eu-repo/semantics/article |
| Hizkuntza: | English |
| Argitaratua: |
2023
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| Gaiak: | |
| Sarrera elektronikoa: | http://hdl.handle.net/10835/14925 |
| Gaia: | In this note, pointwise best-possible (lower and upper) bounds on the set of copulas with a given value of the Gini’s
gamma coefficient are established. It is shown that, unlike the best-possible bounds on the set of copulas with a given
value of other known measures such as Kendall’s tau, Spearman’s rho or Blomqvist’s beta, the bounds found are not
necessarily copulas, but proper quasi-copulas. |
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