تقرير
On the exact region determined by Spearman's rho and Spearman's footrule
| العنوان: | On the exact region determined by Spearman's rho and Spearman's footrule |
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| المؤلفون: | Bukovšek, Damjana Kokol, Stopar, Nik |
| المصدر: | Journal of Computational and Applied Mathematics, Vol. 437 (2024) |
| سنة النشر: | 2022 |
| المجموعة: | Mathematics Statistics |
| مصطلحات موضوعية: | Mathematics - Statistics Theory, Mathematics - Probability, 62H20, 62H05, 60E05 |
| الوصف: | We determine the lower bound for possible values of Spearman's rho of a bivariate copula given that the value of its Spearman's footrule is known and show that this bound is always attained. We also give an estimate for the exact upper bound and prove that the estimate is attained for some but not all values of Spearman's footrule. Nevertheless, we show that the estimate is quite tight. Comment: 32 pages |
| نوع الوثيقة: | Working Paper |
| DOI: | 10.1016/j.cam.2023.115463 |
| URL الوصول: | http://arxiv.org/abs/2212.02443 |
| رقم الأكسشن: | edsarx.2212.02443 |
| قاعدة البيانات: | arXiv |
| DOI: | 10.1016/j.cam.2023.115463 |
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