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On the exact region determined by Kendall's τ and Spearman's ρ

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  • Manuela Schreyer
  • Roland Paulin
  • Wolfgang Trutschnig

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  • Manuela Schreyer & Roland Paulin & Wolfgang Trutschnig, 2017. "On the exact region determined by Kendall's τ and Spearman's ρ," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(2), pages 613-633, March.
    • Handle: RePEc:bla:jorssb:v:79:y:2017:i:2:p:613-633
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    File URL: http://hdl.handle.net/10.1111/rssb.12181
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    References listed on IDEAS

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    1. Genest, Christian & Nešlehová, Johanna, 2007. "A Primer on Copulas for Count Data," ASTIN Bulletin, Cambridge University Press, vol. 37(2), pages 475-515, November.
    2. Marco Scarsini, 1984. "Strong measures of concordance and convergence in probability," Post-Print hal-00542387, HAL.
    3. Marco Scarsini, 1984. "On measures of concordance," Post-Print hal-00542380, HAL.
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    Cited by:

    1. Plischke, Elmar & Borgonovo, Emanuele, 2019. "Copula theory and probabilistic sensitivity analysis: Is there a connection?," European Journal of Operational Research, Elsevier, vol. 277(3), pages 1046-1059.
    2. Damjana Kokol Bukovv{s}ek & Tomav{z} Kov{s}ir & Blav{z} Mojv{s}kerc & Matjav{z} Omladiv{c}, 2020. "Spearman's footrule and Gini's gamma: Local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta," Papers 2009.06221, arXiv.org, revised Jan 2021.
    3. Fuchs, Sebastian & Tschimpke, Marco, 2024. "A novel positive dependence property and its impact on a popular class of concordance measures," Journal of Multivariate Analysis, Elsevier, vol. 200(C).
    4. Nowak, Claus P. & Konietschke, Frank, 2021. "Simultaneous inference for Kendall’s tau," Journal of Multivariate Analysis, Elsevier, vol. 185(C).
    5. Saminger-Platz Susanne & Kolesárová Anna & Šeliga Adam & Mesiar Radko & Klement Erich Peter, 2021. "New results on perturbation-based copulas," Dependence Modeling, De Gruyter, vol. 9(1), pages 347-373, January.
    6. Kasper Thimo M. & Fuchs Sebastian & Trutschnig Wolfgang, 2021. "On convergence of associative copulas and related results," Dependence Modeling, De Gruyter, vol. 9(1), pages 307-326, January.
    7. Damjana Kokol Bukovv{s}ek & Tomav{z} Kov{s}ir & Blav{z} Mojv{s}kerc & Matjav{z} Omladiv{c}, 2019. "Relation between Blomqvist's beta and other measures of concordance of copulas," Papers 1911.03467, arXiv.org.
    8. Šeliga Adam & Kauers Manuel & Saminger-Platz Susanne & Mesiar Radko & Kolesárová Anna & Klement Erich Peter, 2021. "Polynomial bivariate copulas of degree five: characterization and some particular inequalities," Dependence Modeling, De Gruyter, vol. 9(1), pages 13-42, January.
    9. Trutschnig Wolfgang & Mroz Thomas, 2018. "A sharp inequality for Kendall’s τ and Spearman’s ρ of Extreme-Value Copulas," Dependence Modeling, De Gruyter, vol. 6(1), pages 369-376, December.

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