Department of Mathematics, University of Almeria, 04120 Almeria, Spain
10.22111/ijfs.2022.7155
Abstract
In this note, pointwise best-possible (lower and upper) bounds on the set of copulas with a given value of the Gini's gamma coefficient are established. It is shown that, unlike the best-possible bounds on the set of copulas with a given value of other known measures such as Kendall's tau, Spearman's rho or Blomqvist's beta, the bounds found are not necessarily copulas, but proper quasi-copulas.
Ubeda-Flores, M. (2022). Best-possible bounds on the set of copulas with a given value of Gini's gamma. Iranian Journal of Fuzzy Systems, 19(5), 35-45. doi: 10.22111/ijfs.2022.7155
MLA
M. Ubeda-Flores. "Best-possible bounds on the set of copulas with a given value of Gini's gamma". Iranian Journal of Fuzzy Systems, 19, 5, 2022, 35-45. doi: 10.22111/ijfs.2022.7155
HARVARD
Ubeda-Flores, M. (2022). 'Best-possible bounds on the set of copulas with a given value of Gini's gamma', Iranian Journal of Fuzzy Systems, 19(5), pp. 35-45. doi: 10.22111/ijfs.2022.7155
VANCOUVER
Ubeda-Flores, M. Best-possible bounds on the set of copulas with a given value of Gini's gamma. Iranian Journal of Fuzzy Systems, 2022; 19(5): 35-45. doi: 10.22111/ijfs.2022.7155
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