On the lower bound of Spearman's footrule
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Publication:2178933
DOI10.1515/DEMO-2019-0005zbMATH Open1439.62130OpenAlexW2945266150WikidataQ127839440 ScholiaQ127839440MaRDI QIDQ2178933FDOQ2178933
Authors: Sebastian Fuchs, Yann McCord
Publication date: 12 May 2020
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2019-0005
Recommendations
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Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cites Work
- Principles of copula theory
- An introduction to copulas.
- Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
- Multivariate versions of Blomqvist's beta and Spearman's footrule
- Some new parametric families of multivariate copulas
- Distance-based tree models for ranking data
- Copula-induced measures of concordance
- Multivariate measures of concordance for copulas and their marginals
- A biconvex form for copulas
- Multivariate copulas: transformations, symmetry, order and measures of concordance
- Bivariate copulas: transformations, asymmetry and measures of concordance
- Title not available (Why is that?)
- Multivariate shuffles and approximation of copulas
- Spearman's footrule and Gini's gamma: a review with complements
- Characterizations of copulas attaining the bounds of multivariate Kendall's tau
- Spearman's footrule: asymptotics in applications
- Measuring the dependence among dimensions of welfare: a study based on Spearman's footrule and Gini's gamma
Cited In (10)
- Spearman's footrule and Gini's gamma: a review with complements
- A note on spearman's footrule
- Nonparametric estimation of the multivariate Spearman's footrule: a further discussion
- On the exact region determined by Spearman's footrule and Gini's gamma
- Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
- Correction to: ``Best-possible bounds on the set of copulas with a given value of Spearman's footrule
- On the exact region determined by Spearman's rho and Spearman's footrule
- Multivariate versions of Blomqvist's beta and Spearman's footrule
- Best-possible bounds on the set of copulas with a given value of Spearman's footrule
- Revisiting the region determined by Spearman's \(\rho\) and Spearman's footrule \(\phi\)
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