2 citations · 2 across the 10 of their papers we have counts for
11 papers
Rank weighting and asymmetry in Blest's rank correlation: two exact regions
Marcus Rockel
Blest's rank correlation is a variant of Spearman's rho that weights the leading ranks of one variable more heavily, at the price that is not symmetric in its arguments…
The exact region determined by Spearman's rho and Gini's gamma
Jonathan Ansari, Marcus Rockel, Stefanie Steinmaßl
We determine the exact attainable region of Spearman's rho and Gini's gamma over all bivariate copulas, resolving the remaining pairwise exact-region problem among Spearman's rho,…
The exact Spearman rho-footrule region via optimal transport with applications to finite rankings, mixability, and Chatterjee's rank correlation
Jonathan Ansari, Marcus Rockel
We solve the open problem of determining the maximal value of Spearman's rho when Spearman's footrule is prescribed, thereby completing the exact attainable region of these two qua…
The exact region determined by Kendall's tau, Spearman's footrule and Blomqvist's beta
Jacob Israel Orenday Lares, Marcus Rockel
We determine the exact region of possible joint values of Kendall's tau, Spearman's footrule and Blomqvist's beta over the class $…
The exact region between Chatterjee's and Blomqvist's
Jacob Israel Orenday Lares, Marcus Rockel
We determine the exact region of Chatterjee's rank correlation and Blomqvist's , that is, the set of all pairs where ranges over all bivariate copulas. The…
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 a…
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…
On the exact region between Chatterjee's rank correlation and Spearman's footrule
Marcus Rockel
Chatterjee's rank correlation \(ξ\) has emerged as a popular measure quantifying the strength of directed functional dependence between random variables and . If and …
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 o…
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…
Dependence properties of bivariate copula families
Jonathan Ansari, Marcus Rockel
Motivated by recently investigated results on dependence measures and robust risk models, this paper provides an overview of dependence properties of many well-known bivariate copu…