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Kokol-Bukovšek, Damjana Stopar, Nik
We determine the upper and lower bounds for possible values of Kendall's tau of a bivariate copula given that the value of its Spearman's footrule or Gini's gamma is known, and show that these bounds are always attained.
Borroni, Claudio G. Cifarelli, D. Michele
Published in
METRON
The influence function of Gini’s gamma (also known as Gini’s cograduation index) is derived. This function is shown to be bounded so as to claim that the considered measure is B-robust. After defining a Fisher consistent version of Gini’s gamma for the bivariate Normal model, a closer examination of the related influence function is given, by repor...
