On the Exact Regions Determined by Kendall’s Tau and Other Concordance Measures

Author:

Kokol Bukovšek Damjana,Stopar Nik

Abstract

AbstractWe determine the upper and lower bounds for possible values of Kendall’s tau of a bivariate copula given that the value of its Spearman’s footrule or Gini’s gamma is known, and show that these bounds are always attained.

Funder

Javna Agencija za Raziskovalno Dejavnost RS

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

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1. On the exact region determined by Spearman’s rho and Spearman’s footrule;Journal of Computational and Applied Mathematics;2024-02

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