On the Exact Regions Determined by Kendall’s Tau and Other Concordance Measures
Open Access
- 27 February 2023
- journal article
- research article
- Published by Springer Nature in Mediterranean Journal of Mathematics
- Vol. 20 (3) , 1-16
Abstract
We 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.Keywords
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Funding Information
- The Slovenian Research and Innovation Agency (P1-0222, P1-0222)
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