2 citations · 8 across the 11 of their papers we have counts for
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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…
Dependence Measures via Adapted Optimal Transport: Stability and Rates of Convergence
Jonathan Ansari, Johannes Wiesel
Recently studied dependence measures, such as Chatterjee's rank correlation, that characterize both independence and perfect functional dependence, provide a powerful framework for…
On a copula product characterizing independence and perfect functional dependence
Jonathan Ansari
Recently studied dependence measures take values in [0,1], where 0 characterizes independence of X and Y, and 1 characterizes perfect functional (not necessarily monotone) dependen…