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Best-possible bounds on the set of copulas with a given value of Spearman's footrule [PDF]
Fuzzy Sets and Systems, 2022 In this paper we find pointwise best-possible bounds on the set of copulas with a given value of the Spearman’s footrule co-efficient. We show that the lower bound is always a copula but, unlike the bounds on sets of copulas with a given value of other ...
Gleb Beliakov +2 more
exaly +2 more sources
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Nonparametric estimation of the multivariate Spearman's footrule: A further discussion
Fuzzy Sets and Systems, 2023Ana Perez +2 more
exaly
Multivariate versions of Blomqvist’s beta and Spearman’s footrule
Annals of the Institute of Statistical Mathematics, 2005Manuel Úbeda-Flores +1 more
exaly
Spearman's footrule and Gini's gamma: a review with complements
Journal of Nonparametric Statistics, 2010Christian Genest, Johanna Nešlehová
exaly
Max-sum test based on Spearman's footrule for high-dimensional independence tests
Computational Statistics and Data Analysis, 2023exaly
Computing the distribution of spearman's footrule in O ( n^4 ) time
Journal of Statistical Computation and Simulation, 2002Dana Quade
exaly