A Note on the Maximum Difference Between Schweizer and Wolff's $\sigma$ and the Absolute Value of Spearman's $\rho$
محورهای موضوعی : Transactions on Fuzzy Sets and Systems
Manuel Ubeda-Flores
1
(Department of Mathematics, University of Almer´ıa, Almer´ıa, Spain.)
کلید واژه: Copula, Schweizer and Wolff's $sigma$, Spearman's $rho$,
چکیده مقاله :
In this note we correct an error on the possible maximum difference between the (measure of dependence) Schweizer and Wolff’s σ and the absolute value of the (measure of concordance) Spearman’s ρ given in [8]. Moreover, we provide a possible value for that possible, leaving its proof as an open problem.
In this note we correct an error on the possible maximum difference between the (measure of dependence) Schweizer and Wolff’s σ and the absolute value of the (measure of concordance) Spearman’s ρ given in [8]. Moreover, we provide a possible value for that possible, leaving its proof as an open problem.
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