| Title: |
International Journal of Approximate Reasoning / On exact regions between measures of concordance and Chatterjee’s rank correlation for lower semilinear copulas |
| Authors: |
Fuchs, Sebastian; Limbach, Carsten; Schürrer, Fabian |
| Publisher Information: |
Elsevier |
| Publication Year: |
2026 |
| Collection: |
ePLUS - Open Access Publikationsserver der Universität Salzburg |
| Description: |
We explore how the classical concordance measures–Kendall’s ??, Spearman’s rank correlation??, and Spearman’s footrule ??–relate to Chatterjee’s rank correlation ?? when restricted to lowersemilinear copulas. First, we provide a complete characterization of the attainable ?? − ?? region forthis class, thus resolving the conjecture of Maislinger and Trutschnig [1]. Building on this result,we then derive the exact ?? − ?? and ?? − ?? regions, obtain a closed-form relationship between ??and ??, and establish the exact ?? − ?? region. In particular, we prove that ?? never exceeds ??, ??, or??. Our results clarify the relationship between undirected and directed dependence measures andreveal novel insights into the dependence structures that result from lower semilinear copulas. |
| Document Type: |
article in journal/newspaper |
| File Description: |
text/html |
| Language: |
English |
| ISSN: |
1873-4731 |
| Relation: |
vignette : https://eplus.uni-salzburg.at/titlepage/urn/urn:nbn:at:at-ubs:3-40157/128; local:99149967697003331; system:AC17820040 |
| DOI: |
10.1016/j.ijar.2025.109588 |
| Availability: |
https://doi.org/10.1016/j.ijar.2025.109588; https://eplus.uni-salzburg.at/doi/10.1016/j.ijar.2025.109588; https://resolver.obvsg.at/urn:nbn:at:at-ubs:3-40157 |
| Accession Number: |
edsbas.13060301 |
| Database: |
BASE |