A Comparison of Bounds on Sets of Joint Distribution Functions Derived from Various Measures of Association

DOI10.1081/STA-200031367zbMath1210.62054MaRDI QIDQ3155399

Roger B. Nelsen, Manuel Úbeda-Flores

Publication date: 14 January 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (12)

Best-possible bounds on the set of copulas with a given value of Spearman's footrule ⋮ Dedekind-MacNeille completion of multivariate copulas via ALGEN method ⋮ The impact of correlation on (Range) Value-at-Risk ⋮ Unnamed Item ⋮ Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta ⋮ Best-possible bounds on the set of copulas with given degree of non-exchangeability ⋮ Multivariate versions of Blomqvist's beta and Spearman's footrule ⋮ Bounds on Bivariate Distribution Functions with Given Margins and Known Values at Several Points ⋮ Worst VaR scenarios with given marginals and measures of association ⋮ Relation between non-exchangeability and measures of concordance of copulas ⋮ Sharp Bounds on a Class of Copulas with known Values at Several Points ⋮ Partial identification of average treatment effects on the treated through difference-in-differences

Cites Work

• Ordinal Measures of Association
• BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION
• On a Measure of Dependence Between two Random Variables

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