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...
| Autor principal: | |
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| Formato: | info:eu-repo/semantics/article |
| Idioma: | English |
| Publicado em: |
2023
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| Acesso em linha: | http://hdl.handle.net/10835/14925 |
| _version_ | 1789406575659581440 |
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| author | Úbeda Flores, Manuel |
| author_facet | Úbeda Flores, Manuel |
| author_sort | Úbeda Flores, Manuel |
| collection | DSpace |
| description | 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. |
| format | info:eu-repo/semantics/article |
| id | oai:repositorio.ual.es:10835-14925 |
| institution | Universidad de Cuenca |
| language | English |
| publishDate | 2023 |
| record_format | dspace |
| spelling | oai:repositorio.ual.es:10835-149252023-12-22T11:55:47Z Best-possible bounds on the set of copulas with a given value of Gini's gamma Úbeda Flores, Manuel Bounds copula Gini’s gamma quasi-copula 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. 2023-12-22T11:55:47Z 2023-12-22T11:55:47Z 2022 info:eu-repo/semantics/article 1735-0654 http://hdl.handle.net/10835/14925 en Attribution-NonCommercial-NoDerivatives 4.0 Internacional http://creativecommons.org/licenses/by-nc-nd/4.0/ info:eu-repo/semantics/openAccess |
| spellingShingle | Bounds copula Gini’s gamma quasi-copula Úbeda Flores, Manuel Best-possible bounds on the set of copulas with a given value of Gini's gamma |
| title | Best-possible bounds on the set of copulas with a given value of Gini's gamma |
| title_full | Best-possible bounds on the set of copulas with a given value of Gini's gamma |
| title_fullStr | Best-possible bounds on the set of copulas with a given value of Gini's gamma |
| title_full_unstemmed | Best-possible bounds on the set of copulas with a given value of Gini's gamma |
| title_short | Best-possible bounds on the set of copulas with a given value of Gini's gamma |
| title_sort | best-possible bounds on the set of copulas with a given value of gini's gamma |
| topic | Bounds copula Gini’s gamma quasi-copula |
| url | http://hdl.handle.net/10835/14925 |
| work_keys_str_mv | AT ubedafloresmanuel bestpossibleboundsonthesetofcopulaswithagivenvalueofginisgamma |