3 papers
math.ST2024
Revisiting the region determined by Spearman's and Spearman's footrule
Marco Tschimpke, Manuela Schreyer, Wolfgang Trutschnig
Kokol and Stopar () recently studied the exact region determined by Spearman's footrule and Spearman's and derived a sharp lower, as well as a non-sharp upp…
math.ST2023
Quantifying and estimating dependence via sensitivity of conditional distributions
Jonathan Ansari, Patrick B. Langthaler, Sebastian Fuchs +1
Recently established, directed dependence measures for pairs of random variables build upon the natural idea of comparing the conditional distributions of given w…
math.ST2023
A link between Kendall's tau, the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support
Juan Fernández-Sánchez, Wolfgang Trutschnig
Working with shuffles we establish a close link between Kendall's tau, the so-called length measure, and the surface area of bivariate copulas and derive some consequences. While i…