Mostrar el registro sencillo del ítem

Best-possible bounds on the set of copulas with a given value of Spearman's footrule

dc.contributor.authorBeliakov, Gleb
dc.contributor.authorAmo Artero, Enrique de 
dc.contributor.authorFernández Sánchez, Juan 
dc.contributor.authorÚbeda Flores, Manuel 
dc.date.accessioned2023-12-22T11:51:41Z
dc.date.available2023-12-22T11:51:41Z
dc.date.issued2022
dc.identifier.issn0165-0114
dc.identifier.urihttps://www.sciencedirect.com/science/article/abs/pii/S0165011420304553
dc.identifier.urihttp://hdl.handle.net/10835/14923
dc.description.abstractIn this paper we find pointwise best-possible bounds on the set of copulas with a given value of the Spearman’s footrule co-efficient. We show that the lower bound is always a copula but, unlike the bounds on sets of copulas with a given value of other measures, such as Kendall’s tau, Spearman’s rho and Blonqvist’s beta, the upper bound can be a copula or a proper quasi-copula. We characterised both of these cases.es_ES
dc.language.isoenes_ES
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internacional*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectBoundses_ES
dc.subjectCopulaes_ES
dc.subjectLipschitz conditiones_ES
dc.subjectQuasi-copulaes_ES
dc.subjectSpearman’s footrulees_ES
dc.titleBest-possible bounds on the set of copulas with a given value of Spearman's footrulees_ES
dc.typeinfo:eu-repo/semantics/articlees_ES
dc.rights.accessRightsinfo:eu-repo/semantics/openAccesses_ES
dc.identifier.doi10.1016/j.fss.2020.11.011


Ficheros en el ítem

Nombre:
Bounds_footrule_FSS_2022.pdf
Tamaño:
938.7Kb
Formato:
PDF

Este ítem aparece en la(s) siguiente(s) colección(ones)

Mostrar el registro sencillo del ítem

Attribution-NonCommercial-NoDerivatives 4.0 Internacional
Excepto si se señala otra cosa, la licencia del ítem se describe como Attribution-NonCommercial-NoDerivatives 4.0 Internacional