On the exact regions determined by Kendall's tau and other concordance measures
- Authors
- Publication Date
- Jul 07, 2023
- Source
- University of Ljubljana
- Keywords
- Language
- English
- License
- Green
- External links
Abstract
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.
