Revisiting the region determined by Spearman's and Spearman's footrule

DOI10.1016/J.CAM.2024.116259MaRDI QIDQ6653508zbMATH OpenFDO

Authors Marco Tschimpke, Manuela Schreyer, Wolfgang Trutschnig

Publication date 16 December 2024

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CAM.2024.116259

zbMATH Keywords

concordancecopulasMarkov kerneloptimizationshuffle

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• Best-possible bounds on sets of bivariate distribution functions
• How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond
• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
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• scientific article; zbMATH DE number 1022658 (Why is no real title available?)
• scientific article; zbMATH DE number 222634 (Why is no real title available?)
• scientific article; zbMATH DE number 3069562 (Why is no real title available?)
• Measures of concordance determined by D₄-invariant copulas
• On a strong metric on the space of copulas and its induced dependence measure
• On the best-possible upper bound on sets of copulas with given diagonal sections
• On the exact region determined by Kendall's and Spearman's
• On the exact region determined by Spearman's footrule and Gini's gamma
• On the exact region determined by Spearman's rho and Spearman's footrule
• On the exact regions determined by Kendall's tau and other concordance measures
• On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation
• Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective
• Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
• Wahrscheinlichkeitstheorie

Cited in

(5)

• The exact region determined by Blomqvist's beta, Spearman's footrule and Gini's gamma
• The exact region and an inequality between Chatterjee's and Spearman's rank correlations
• On the exact region between Chatterjee's rank correlation and Spearman's footrule
• The exact region determined by Spearman's footrule, Gini's gamma and Kendall's tau
• The exact region between Chatterjee's and Blest's rank correlations

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