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

DOI10.1016/J.CAM.2024.116259MaRDI QIDQ6653508FDO

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)

zbMATH Keywords

shuffleoptimizationcopulasconcordanceMarkov kernel

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 3932217 (Why is no real title available?)
• 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?)
• 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
• Measures of concordance determined by \(D_4\)-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
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• 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

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