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Best-possible bounds on the set of copulas with a given value of Gini's gamma | ||
Iranian Journal of Fuzzy Systems | ||
مقاله 4، دوره 19، شماره 5، آذر و دی 2022، صفحه 35-45 اصل مقاله (334.19 K) | ||
نوع مقاله: Research Paper | ||
شناسه دیجیتال (DOI): 10.22111/ijfs.2022.7155 | ||
نویسنده | ||
M. Ubeda-Flores* | ||
Department of Mathematics, University of Almeria, 04120 Almeria, Spain | ||
چکیده | ||
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. | ||
کلیدواژهها | ||
Bounds؛ copula؛ Gini's gamma؛ quasi-copula | ||
مراجع | ||
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