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.
机构:
Beijing Univ Technol, Fac Sci, Beijing 100124, Peoples R ChinaBeijing Univ Technol, Fac Sci, Beijing 100124, Peoples R China
Shi, Xiangyu
Xu, Min
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Beijing Univ Technol, Fac Sci, Beijing 100124, Peoples R ChinaBeijing Univ Technol, Fac Sci, Beijing 100124, Peoples R China
Xu, Min
Du, Jiang
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Beijing Univ Technol, Fac Sci, Beijing 100124, Peoples R China
Beijing Inst Sci & Engn Comp, Beijing 100124, Peoples R ChinaBeijing Univ Technol, Fac Sci, Beijing 100124, Peoples R China