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  • On the exact region determined by Spearman's footrule and Gini's gamma
    Kokol-Bukovšek, Damjana ; Mojškerc, Blaž
    A concordance measure is often a better way to model dependence than Pearson’s correlation coefficient since it is invariant with respect to monotone increasing transformations of the random ... variables. In this paper, we focus on the relationships between Gini’s gamma and Spearman’s footrule. We establish the exact region determined by them. We also present copulas where the bounds of the region are attained. We introduce the concordance similarity measure and compute it for all pairs of (weak) concordance measures for which the exact regions determined by them are known.
    Source: Journal of computational and applied mathematics. - ISSN 0377-0427 (Vol. 410, article no. 114212, Aug. 2022, 13 str.)
    Type of material - article, component part ; adult, serious
    Publish date - 2022
    Language - english
    COBISS.SI-ID - 100461571
    DOI

source: Journal of computational and applied mathematics. - ISSN 0377-0427 (Vol. 410, article no. 114212, Aug. 2022, 13 str.)

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