From the 1 of 7 linked papers with an AI index.
7 papers
The exact region determined by Kendall's tau, Spearman's footrule and Blomqvist's beta
Jacob Israel Orenday Lares, Marcus Rockel
The paper precisely characterizes the set of all possible triples of Kendall's tau, Spearman's footrule, and Blomqvist's beta that can be obtained from any bivariate copula, provid…
The exact region between Chatterjee's and Blomqvist's
Jacob Israel Orenday Lares, Marcus Rockel
We determine the exact attainable region of the pair formed by Chatterjee's rank correlation and Blomqvist's over the class of all bivariate copulas and s…
Kendall and Spearman bounds for Chatterjee's rank correlation under positive dependence
Marcus Rockel
We compare Chatterjee's rank correlation with Kendall's and Spearman's under positive-dependence assumptions on bivariate copulas. Our main technical contribution is…
Measures of association for approximating copulas
Marcus Rockel
This paper studies closed-form expressions for multiple association measures of copulas commonly used for approximation purposes, including Bernstein, shuffle--of--min, checkerboar…
The exact region and an inequality between Chatterjee's and Spearman's rank correlations
Jonathan Ansari, Marcus Rockel
The rank correlation ξ(X,Y), recently established by Sourav Chatterjee and already popular in the statistics literature, takes values in [0,1], where 0 characterizes independence…
The exact region between Chatterjee's and Blest's rank correlations
Marcus Rockel
Exact regions between rank correlations describe the set of all pairs of values that two dependence measures can attain simultaneously on the same copula and thus yield sharp inequ…