首页    期刊浏览 2024年11月28日 星期四
登录注册

文章基本信息

  • 标题:On the lower bound of Spearman’s footrule
  • 本地全文:下载
  • 作者:Sebastian Fuchs ; Yann McCord
  • 期刊名称:Dependence Modeling
  • 电子版ISSN:2300-2298
  • 出版年度:2019
  • 卷号:7
  • 期号:1
  • 页码:126-132
  • DOI:10.1515/demo-2019-0005
  • 出版社:Walter de Gruyter GmbH
  • 摘要:Úbeda-Flores showed that the range of multivariate Spearman’s footrule for copulas of dimension d ≥ 2 is contained in the interval [−1/ d , 1], that the upper bound is attained exclusively by the upper Fréchet-Hoeffding bound, and that the lower bound is sharp in the case where d = 2. The present paper provides characterizations of the copulas attaining the lower bound of multivariate Spearman’s footrule in terms of the copula measure but also via the copula’s diagonal section..
  • 关键词:copulas ; measures of dependence ; sparse copulas ; Spearman’s footrule ; 62H05 ; 62H20
国家哲学社会科学文献中心版权所有