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- Publisher
- de Gruyter
- Copyright
- © 2019 Sebastian Fuchs et al., published by De Gruyter
- ISSN
- 2300-2298
- eISSN
- 2300-2298
- DOI
- 10.1515/demo-2019-0005
- Publisher site
- See Article on Publisher Site
Abstract
AbstractÚbeda-Flores showed that the range of multivariate Spearman’s footrule for copulas of dimension d ≥ 2 is contained in the interval [−1/d, 1], that the upper bound is attained exclusively by the upper Fréchet-Hoeffding bound, and that the lower bound is sharp in the case where d = 2. The present paper provides characterizations of the copulas attaining the lower bound of multivariate Spearman’s footrule in terms of the copula measure but also via the copula’s diagonal section.
Journal
Dependence Modeling – de Gruyter
Published: Jan 1, 2019