Revisiting the region determined by Spearman's ρ and Spearman's footrule φ

被引:0
|
作者
Tschimpke, Marco [1 ]
Schreyer, Manuela [2 ]
Trutschnig, Wolfgang [1 ]
机构
[1] Univ Salzburg, Dept Artificial Intelligence & Human Interfaces, Hellbrunnerstr 34, A-5020 Salzburg, Salzburg, Austria
[2] AMAG Austria Metall GmbH, Lamprechtshausenerstr 61, A-5282 Ranshofen, Upper Austria, Austria
关键词
Copulas; Concordance; Shuffle; Markov kernel; Optimization; COPULAS; SETS;
D O I
10.1016/j.cam.2024.116259
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Kokol and Stopar (2023) recently studied the exact region Omega(phi,rho) determined by Spearman's footrule phi and Spearman's rho and derived a sharp lower, as well as a non-sharp upper bound for rho given phi. Considering that the proofs for establishing these inequalities are novel and interesting, but technically quite involved we here provide alternative simpler proofs mainly building upon shuffles, symmetry, denseness and mass shifting. As a by-product of these proofs we derive several additional results on shuffle rearrangements and the interplay between diagonal copulas and shuffles which are of independent interest. Moreover we finally show that we can get closer to the (non-sharp) upper bound than established in the literature so far.
引用
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页数:18
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