On exact regions between measures of concordance and Chatterjee's rank correlation for lower semilinear copulas

Sebastian Fuchs, Carsten Limbach, Fabian Schürrer

We explore how the classical concordance measures - Kendall's $\tau$, Spearman's rank correlation $\rho$, and Spearman's footrule $\varphi$ - relate to Chatterjee's rank correlation $\xi$ when r…