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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| 格式: | info:eu-repo/semantics/article |
| 语言: | English |
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2023
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| 在线阅读: | http://hdl.handle.net/10835/14925 |