Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta (Q2226323)
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scientific article; zbMATH DE number 7309650
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| English | Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta |
scientific article; zbMATH DE number 7309650 |
Statements
Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta (English)
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12 February 2021
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copula
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dependence concepts
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supremum and infimum of a set of copulas
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measures of concordance
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quasi-copula
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local bounds
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0.8180352449417114
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0.817880392074585
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0.8141568303108215
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0.8059503436088562
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0.8010846972465515
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