On the lower bound of Spearman's footrule

DOI10.1515/DEMO-2019-0005MaRDI QIDQ2178933zbMATH OpenOpenAlexWikidataFDO

Authors Sebastian Fuchs, Yann McCord

Publication date 12 May 2020

Published in Dependence Modeling (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/demo-2019-0005

zbMATH Keywords

copulasSpearman's footrulemeasures of dependencesparse copulas

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• On the exact region determined by Spearman's rho and Spearman's footrule
• Best-possible bounds on the set of copulas with a given value of Spearman's footrule
• Multivariate versions of Blomqvist's beta and Spearman's footrule
• Correction to: ``Best-possible bounds on the set of copulas with a given value of Spearman's footrule
• Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta

Cites work

• scientific article; zbMATH DE number 3584785 (Why is no real title available?)
• A biconvex form for copulas
• An introduction to copulas.
• Bivariate copulas: transformations, asymmetry and measures of concordance
• Characterizations of copulas attaining the bounds of multivariate Kendall's tau
• Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
• Copula-induced measures of concordance
• Distance-based tree models for ranking data
• Measuring the dependence among dimensions of welfare: a study based on Spearman's footrule and Gini's gamma
• Multivariate copulas: transformations, symmetry, order and measures of concordance
• Multivariate measures of concordance for copulas and their marginals
• Multivariate shuffles and approximation of copulas
• Multivariate versions of Blomqvist's beta and Spearman's footrule
• Principles of copula theory
• Some new parametric families of multivariate copulas
• Spearman's footrule and Gini's gamma: a review with complements
• Spearman's footrule: asymptotics in applications

Cited in

(10)

• A note on spearman's footrule
• On the exact region determined by Spearman's footrule and Gini's gamma
• Revisiting the region determined by Spearman's \(\rho\) and Spearman's footrule \(\phi\)
• Correction to: ``Best-possible bounds on the set of copulas with a given value of Spearman's footrule
• Best-possible bounds on the set of copulas with a given value of Spearman's footrule
• Multivariate versions of Blomqvist's beta and Spearman's footrule
• Nonparametric estimation of the multivariate Spearman's footrule: a further discussion
• On the exact region determined by Spearman's rho and Spearman's footrule
• Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
• Spearman's footrule and Gini's gamma: a review with complements

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