科研速览 · Science Skim继续刷下去 · Keep skimming →
◇ arXiv2026-09-17· math.ST

The exact region determined by Spearman's rho and Gini's gamma

Jonathan Ansari, Marcus Rockel, Stefanie Steinmaßl

原始摘要(英文原文)· Original abstract
We determine the exact attainable region of Spearman's rho and Gini's gamma over all bivariate copulas, resolving the remaining pairwise exact-region problem among Spearman's rho, Kendall's tau, Gini's gamma, Blomqvist's beta and Spearman's footrule. We give an explicit parametrization of the rho-maximal boundary for prescribed Gini's gamma and construct copulas attaining every boundary point. The boundary consists of an elementary arc up to a single junction and, beyond it, countably many algebraic pieces accumulating at comonotonicity. This description also gives the largest possible value of $|ρ-γ|$ and the sharp thresholds beyond which rho and gamma must have the same sign. Our proof separates the signs and magnitudes of centred ranks, reducing the optimization of linear combinations of $ρ$ and $γ$ to an optimal transport problem for two uniform magnitudes. The extremizers combine a central antidiagonal block with rescaled auxiliary transport optimizers, and global optimality follows from a Kantorovich dual potential obtained by gluing the corresponding dual pieces.
读原文 · Read the paper ↗

AI 追问PRO

登录后使用 AI 追问

讨论区

登录后参与讨论

相关论文 · Related

The exact region determined by Spearman's rho and Gini's gamma — 科研速览 Science Skim