On the exact region determined by Spearman's rho and Spearman's footrule

被引：7

作者：

Bukovsek, Damjana Kokol ^{[1
,2
]}

Stopar, Nik ^{[2
,3
]}

机构：

[1] Univ Ljubljana, Sch Econ & Business, Ljubljana, Slovenia

[2] Inst Math Phys & Mech, Ljubljana, Slovenia

[3] Univ Ljubljana, Fac Civil & Geodet Engn, Ljubljana, Slovenia

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2024年 / 437卷

关键词：

Copula; Dependence; Concordance measure; Spearman's rho; Spearman's footrule; MULTIVARIATE MEASURES; BIVARIATE COPULAS; KENDALLS TAU; CONCORDANCE;

D O I：

10.1016/j.cam.2023.115463

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We determine the lower bound for possible values of Spearman's rho of a bivariate copula given that the value of its Spearman's footrule is known and show that this bound is always attained. We also give an estimate for the exact upper bound and prove that the estimate is exact for some but not all values of Spearman's footrule. Nevertheless, we show that the estimate is quite tight. & COPY; 2023 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).

引用

页数：23

共 50 条

[21] Spearman's rho modification in digital image processing
Nalepa, B.
Gwiazda, A.
MODERN TECHNOLOGIES IN INDUSTRIAL ENGINEERING VII (MODTECH2019), 2019, 591
[22] JACKKNIFE EMPIRICAL LIKELIHOOD INTERVALS FOR SPEARMAN'S RHO
Wang, Ruodu
Peng, Liang
NORTH AMERICAN ACTUARIAL JOURNAL, 2011, 15 (04) : 475 - 486
[23] Multivariate extensions of Spearman's rho and related statistics
Schmid, Friedrich
Schmidt, Rafael
STATISTICS & PROBABILITY LETTERS, 2007, 77 (04) : 407 - 416
[24] Concordance of complete or right-censored rankings based on Spearman's footrule
Quade, D
Salama, IA
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2006, 35 (06) : 1059 - 1069
[25] Best-possible bounds on the set of copulas with a given value of Spearman's footrule
Beliakov, Gleb
de Amo, Enrique
Fernandez-Sanchez, Juan
Ubeda-Flores, Manuel
FUZZY SETS AND SYSTEMS, 2022, 428 : 138 - 152
[26] On the exact region determined by Spearman's p and Blest's measure of rank correlation v for bivariate extreme-value copulas
Tschimpke, Marco
JOURNAL OF MULTIVARIATE ANALYSIS, 2025, 205
[27] Measuring the Dependence Among Dimensions of Welfare: A Study Based on Spearman's Footrule and Gini's Gamma
Perez, Ana
Prieto-Alaiz, Mercedes
INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS, 2016, 24 : 87 - 105
[28] On the Use of Spearman's Rho to Measure the Stability of Feature Rankings
Nogueira, Sarah
Sechidis, Konstantinos
Brown, Gavin
PATTERN RECOGNITION AND IMAGE ANALYSIS (IBPRIA 2017), 2017, 10255 : 381 - 391
[29] NEW SEMIPARAMETRIC AND NONPARAMETRIC BOOTSTRAP TESTS FOR SPEARMAN'S RHO
Allison, J. S.
Swanepoel, J. W. H.
SOUTH AFRICAN STATISTICAL JOURNAL, 2011, 45 (01) : 29 - 40
[30] Testing the constancy of Spearman's rho in multivariate time series
Kojadinovic, Ivan
Quessy, Jean-Francois
Rohmer, Tom
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2016, 68 (05) : 929 - 954

← 1 2 3 4 5 →