Best-possible bounds on the set of copulas with a given value of Gini's gamma
Publish place: Iranian Journal of Fuzzy Systems، Vol: 19، Issue: 5
Publish Year: 1401
نوع سند: مقاله ژورنالی
زبان: English
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شناسه ملی سند علمی:
JR_IJFS-19-5_004
تاریخ نمایه سازی: 17 مهر 1401
Abstract:
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.
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Authors
M. Ubeda-Flores
Department of Mathematics, University of Almeria, ۰۴۱۲۰ Almeria, Spain