The exact region determined by Spearman’s footrule, Gini’s gamma and Kendall’s tau

Kokol-Bukovšek, Damjana (avtor), Lazić, Petra (avtor), Mojškerc, Blaž (avtor), Stopar, Nik (avtor)

To quantify the degree of association between random variables, concordance measures are employed. To express such a degree, a single measure might give too much space, so several are used for comparison. In this paper we study the ternary relation between three well-known (weak) concordance measures, namely Blomqvist’s beta, Concordance measures are used to express the degree of association between random variables. Practitioners may use several distinct concordance measures to narrow down the space of possible dependence structures. Consequently, the relations between different (weak) concordance measures have been extensively studied in recent years. The goal of this paper is to study the relation between Kendall’s tau, Gini’s gamma and Spearman’s footrule. In particular, we describe the exact region determined by these three measures, using shuffles of M and ordinal sums of copulas. We also provide the formulas for five main (weak) concordance measures and Chatterjee’s xi of ordinal sums of copulas.

• Jezik: Angleški jezik
• Ključne besede: copula, dependence concepts, supremum and infimum of a set of copulas, measures of concordance, quasi-copula, local bounds
• Vrsta gradiva: Članek v reviji
• Tipologija: 1.01 - Izvirni znanstveni članek
• Organizacija: EF - Ekonomska fakulteta; FMF - Fakulteta za matematiko in fiziko ; FGG - Fakulteta za gradbeništvo in geodezijo
• Status publikacije: Objavljeno
• Različica publikacije: Objavljena publikacija
• Datum objave: 01.11.2026
• Leto izida: 2026
• Št. strani: 19 str.
• Številčenje: Vol. 486, article no. 117639
• PID: 20.500.12556/RUL-181441
• UDK: 519.2
• ISSN pri članku: 0377-0427
• DOI: 10.1016/j.cam.2026.117639
• COBISS.SI-ID: 273645315
• Datum objave v RUL: 08.04.2026

Gradivo je del revije

• Naslov: Journal of computational and applied mathematics
• Skrajšan naslov: J. comput. appl. math.
• Založnik: Elsevier
• ISSN: 0377-0427
• COBISS.SI-ID: 27496960

Licence

• Licenca: CC BY 4.0, Creative Commons Priznanje avtorstva 4.0 Mednarodna
• Povezava: http://creativecommons.org/licenses/by/4.0/deed.sl
• Opis: To je standardna licenca Creative Commons, ki daje uporabnikom največ možnosti za nadaljnjo uporabo dela, pri čemer morajo navesti avtorja.

Sekundarni jezik

• Jezik: Slovenski jezik
• Ključne besede: kopula, koncepti odvisnosti, supremum in infimum množice kopul, mere skladnosti, kvazikopula, lokalne meje