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Best-possible bounds on the set of copulas with a given value of Spearman's footrule
dc.contributor.author | Beliakov, Gleb | |
dc.contributor.author | Amo Artero, Enrique de | |
dc.contributor.author | Fernández Sánchez, Juan | |
dc.contributor.author | Úbeda Flores, Manuel | |
dc.date.accessioned | 2023-12-22T11:51:41Z | |
dc.date.available | 2023-12-22T11:51:41Z | |
dc.date.issued | 2022 | |
dc.identifier.issn | 0165-0114 | |
dc.identifier.uri | https://www.sciencedirect.com/science/article/abs/pii/S0165011420304553 | |
dc.identifier.uri | http://hdl.handle.net/10835/14923 | |
dc.description.abstract | In 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.iso | en | es_ES |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internacional | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
dc.subject | Bounds | es_ES |
dc.subject | Copula | es_ES |
dc.subject | Lipschitz condition | es_ES |
dc.subject | Quasi-copula | es_ES |
dc.subject | Spearman’s footrule | es_ES |
dc.title | Best-possible bounds on the set of copulas with a given value of Spearman's footrule | es_ES |
dc.type | info:eu-repo/semantics/article | es_ES |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | es_ES |
dc.identifier.doi | 10.1016/j.fss.2020.11.011 |