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A Note on the Maximum Difference Between Schweizer and Wolff's $\sigma$ and the Absolute Value of Spearman's $\rho$ | ||
Transactions on Fuzzy Sets and Systems | ||
مقاله 2، دوره 1، شماره 2، بهمن 2022، صفحه 1-5 اصل مقاله (243.33 K) | ||
نوع مقاله: Original Article | ||
شناسه دیجیتال (DOI): 10.30495/tfss.2022.1956899.1024 | ||
نویسنده | ||
Manuel Ubeda-Flores* | ||
Department of Mathematics, University of Almer´ıa, 04120 Almer´ıa, Spain. | ||
چکیده | ||
In this note we correct an error on the possible maximum difference between the (measure of dependence) Schweizer and Wolff's sigma and the absolute value of the (measure of concordance) Spearman's rho given in [B. Schweizer and E. F. Wolff, On nonparametric measures of dependence for random variables, Ann. Statist., 9 (1981), 879-885]. Moreover, we provide a possible value for that possible, leaving its proof as an open problem. | ||
کلیدواژهها | ||
Copula؛ Schweizer and Wolff's $sigma$, Spearman's $rho$ | ||
مراجع | ||
[1] G. Beliakov, A. Pradera and T. Calvo, Aggregation Functions: A Guide for Practitioners, Studies in Fuzziness and Soft, Springer, Berlin, (2007). [2] F. Durante and C. Sempi, Principles of Copula Theory, Chapman & Hall/CRC, Boca Raton, (2016). [3] M. Grabisch, J. L. Marichal, R. Mesiar and E. Pap, Aggregation Functions, Encyclopedia of Mathematics and its Applications, 127, Cambridge University Press, Cambridge, (2009). [4] P. R. Halmos, Measure Theory, Springer, New York, (1974). [5] R. B. Nelsen, An Introduction to Copulas, Second Edition. Springer, New York, (2006). [6] A. Renyi, On measures of dependence, Acta Math. Acad. Sci. Hungar., 10 (1959), 441-451. [7] M. Scarsini, On measures of concordance, Stochastica, 8 (1984), 201-218. [8] B. Schweizer and E. F. Wol , On nonparametric measures of dependence for random variables, Ann. Statist., 9 (1981), 879-885. [9] A. Sklar, Fonctions de repartition a n dimensions et leurs marges, Publ. Inst. Statist. Univ. Paris, 8 (1959), 229-231. [10] C. Spearman, The proof and measurement of association between two things, Am. J. Psychol., 15 (1904), 72-101. [11] E. F. Wol , Measures of dependence derived from copulas, Ph.D. Thesis, University of Massachussetts, Amherst, USA, (1977). | ||
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