Spearman’s footrule and Gini’s gamma: Local bounds for bivariate copulas and the exact region with respect to Blomqvist’s beta
Damjana Kokol Bukovšek, Tomaž Košir, Blaž Mojškerc, Matjaž Omladič
Topics & Concepts
MathematicsCopula (linguistics)Bivariate analysisStatisticsEconometricsCalculus (dental)MedicineDentistryAdvanced Statistical Methods and ModelsStatistical Methods and InferenceFinancial Risk and Volatility Modeling