Best-possible bounds on the set of copulas with a given value of Gini's gamma
Ficheros
Identificadores
Compartir
Metadatos
Mostrar el registro completo del ítemAutor
Úbeda Flores, ManuelFecha
2022Resumen
In 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.
Palabra/s clave
Bounds
copula
Gini’s gamma
quasi-copula