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Spearman's footrule and Gini's gamma : local bounds for bivariate copulas and the exact region with respect to Blomqvist's betaKokol-Bukovšek, Damjana ...Kopule postajajo bistveno pomembno orodje pri analizi podatkov, kar vzpodbuja interes za raziskovanje z njimi povezanih vprašanj. V zgodnji fazi raziskovalne analize podatkov je tako v pomoč ... poznavanje lokalnih mej za kopule s fiksno vrednostjo dane mere združevanja. Te meje so bile že določene za Spearmanov ro, Kendallov tau in Blomqvistov beta. Pomen dveh drugih mer združevanja, to je Spearmanovega pravila in Ginijevega gama, je bil nedavno ponovno potrjen. Osnovni namen članka je zapolniti verzel in podati meje za ti dve meri združevanja. Izkaže se, da je to bolj zapleteno, saj so dobljene meje kvazikopule, ki niso kopule za nekatere vrednosti teh dveh mer. Na koncu članka podamo še odnos med posamezno od teh dveh mer združevanja in Blomqvistovo beto.Source: Journal of computational and applied mathematics. - ISSN 0377-0427 (Vol. 390, art. 113385, Jul. 2021, 23 str.)Type of material - article, component part ; adult, seriousPublish date - 2021Language - englishCOBISS.SI-ID - 47067139
Author
Kokol-Bukovšek, Damjana |
Košir, Tomaž, 1962- |
Mojškerc, Blaž |
Omladič, Matjaž
Topics
kopula |
koncepti odvisnosti |
supremum in infimum množice kopul |
mere skladnosti |
kvazikopula |
lokalne meje |
copula |
dependence concepts |
supremum and infimum of a set of copulas |
measures of concordance |
quasi-copula |
local bounds
source: Journal of computational and applied mathematics. - ISSN 0377-0427 (Vol. 390, art. 113385, Jul. 2021, 23 str.)
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Database name | Field | Year |
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Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
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Kokol-Bukovšek, Damjana | 12190 |
Košir, Tomaž, 1962- | 08398 |
Mojškerc, Blaž | 23213 |
Omladič, Matjaž | 09573 |
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