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  |
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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 |
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| COBISS.SI-ID: | 143366915 |
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| Publication date in RUL: | 07.07.2023 |
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| Views: | 958 |
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| Downloads: | 103 |
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