论文标题
Spearman的脚踏室和Gini的Gamma：双变量Copulas的局部界限以及Blomqvist的Beta的确切区域
Spearman's footrule and Gini's gamma: Local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
论文作者
论文摘要
Copulas正在成为分析数据的重要工具，从而鼓励人们对相关问题的兴趣。在探索性数据分析的早期阶段，知道以给定关联度量的固定值了解本地副群界。这些界限是针对Spearman的Rho，Kendall's Tau和Blomqvist的Beta的。最近重新确认了另外两种结合措施，斯皮尔曼的脚步和吉尼的伽玛。本文的主要目的是填补空白，并为这两种措施提供上述局部界限。事实证明，这是一个非常不平凡的努力，因为边界是准孔子，而不是两种度量值的某些值。我们还提供了这两种关联度量与Blomqvist的Beta之间的关系。
Copulas are becoming an essential tool in analyzing data thus encouraging interest in related questions. In the early stage of exploratory data analysis, say, it is helpful to know local copula bounds with a fixed value of a given measure of association. These bounds have been computed for Spearman's rho, Kendall's tau, and Blomqvist's beta. The importance of another two measures of association, Spearman's footrule and Gini's gamma, has been reconfirmed recently. It is the main purpose of this paper to fill in the gap and present the mentioned local bounds for these two measures as well. It turns out that this is a quite non-trivial endeavor as the bounds are quasi-copulas that are not copulas for certain values of the two measures. We also give relations between these two measures of association and Blomqvist's beta.
