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.
Language: | English |
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Keywords: | matematics, mathematical statistics, linear algebra, copula, dependence, concordance measure, Kendall’s tau, Spearman’s footrule, Gini’s gamma |
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Work type: | Article |
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Typology: | 1.01 - Original Scientific Article |
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Organization: | EF - School of Economics and Business FE - Faculty of Electrical Engineering
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Publication status: | Published |
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Publication version: | Version of Record |
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Year: | 2023 |
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Number of pages: | 16 str. |
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Numbering: | Vol. 20, iss. 3, art. 147 |
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PID: | 20.500.12556/RUL-147571 ![Link is opened in a new window This link opens in a new window](teme/rulDev/img/NovoOkno.png) |
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UDC: | 512 |
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ISSN on article: | 1660-5446 |
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DOI: | 10.1007/s00009-023-02350-0 ![Link is opened in a new window This link opens in a new window](teme/rulDev/img/NovoOkno.png) |
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COBISS.SI-ID: | 143366915 ![Link is opened in a new window This link opens in a new window](teme/rulDev/img/NovoOkno.png) |
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Publication date in RUL: | 07.07.2023 |
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Views: | 751 |
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Downloads: | 66 |
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Metadata: | ![Export as DC-RDF DC-RDF](teme/rulDev/img/icon_dc_rdf.gif) |
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