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Best-possible bounds on the set of copulas with a given value of Gini's gamma

dc.contributor.authorÚbeda Flores, Manuel 
dc.date.accessioned2023-12-22T11:55:47Z
dc.date.available2023-12-22T11:55:47Z
dc.date.issued2022
dc.identifier.issn1735-0654
dc.identifier.urihttp://hdl.handle.net/10835/14925
dc.description.abstractIn this note, pointwise best-possible (lower and upper) bounds on the set of copulas with a given value of the Gini’s gamma coefficient are established. It is shown that, unlike the best-possible bounds on the set of copulas with a given value of other known measures such as Kendall’s tau, Spearman’s rho or Blomqvist’s beta, the bounds found are not necessarily copulas, but proper quasi-copulas.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.subjectGini’s gammaes_ES
dc.subjectquasi-copulaes_ES
dc.titleBest-possible bounds on the set of copulas with a given value of Gini's gammaes_ES
dc.typeinfo:eu-repo/semantics/articlees_ES
dc.rights.accessRightsinfo:eu-repo/semantics/openAccesses_ES


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