Searcharxiv⌕ Search

arXiv subjects

Jacob Israel Orenday Lares

Publications and source records attributed to Jacob Israel Orenday Lares.

2 recordsLinked to original sources

The exact region between Chatterjee's $ξ$ and Blomqvist's $β$

We determine the exact region of Chatterjee's rank correlation $ξ$ and Blomqvist's $β$, that is, the set of all pairs $(ξ(C),β(C))$ where $C$ ranges over all bivariate copulas. The region equals $\{(x,y)\in[0,1]\times[-1,1]:|y|^3\le2x\}$, so every copula satisfies the sharp inequality $|β(C)|^3\le2ξ(C)$. Its left boundary $ξ=|β|^3/2$ is attained uniquely by an explicit family of copulas that perturb independence by a signed tent function centered at the median, and its right boundary $ξ=1$ by deterministic interval-exchange copulas. The proof reduces the problem to a one-dimensional minimization of an $L^2$-norm over $1$-Lipschitz functions. We further show that the region does not shrink when restricted to radially symmetric copulas and that positively quadrant dependent copulas attain exactly its upper half. For copulas under which the second variable is stochastically increasing in the first, the exact region is $\{(x,y)\in[0,1]^2:y^3\le2x,\ 3(1-y)^2\le4(1-x)\}$, and its right boundary is attained uniquely by explicit singular two-branch copulas. In particular, under stochastic increasingness $β=0$ is compatible with every value $ξ\in[0,1/4]$, whereas $ξ>1/4$ forces $β>0$.

math.ST↗

The exact region determined by Kendall's tau, Spearman's footrule and Blomqvist's beta

We determine the exact region $Ω_{τ,ϕ,β}:=\{(τ(C),ϕ(C),β(C)):C\in\mathcal{C}\}$ of possible joint values of Kendall's tau, Spearman's footrule and Blomqvist's beta over the class $\mathcal{C}$ of all bivariate copulas. The region consists precisely of all triples $(t,p,b)$ satisfying $-1\le b\le 1$, $\frac{3}{16}(1+b)^2-\frac12\le p\le 1-\frac38(1-b)^2$ and $\frac43 p-\frac13\le t\le \frac23 p+\frac13$. In other words, the known exact $(ϕ,β)$- and $(τ,ϕ)$-regions already characterize the joint region, so that, once the value of Spearman's footrule is fixed, Blomqvist's beta imposes no additional sharp restriction on the possible values of Kendall's tau. The proof is constructive: two one-parameter families of shuffles of $M$ realize the extreme values of Kendall's tau along the lower boundary of the $(ϕ,β)$-region, ordinal sums spread these families through the whole region, and the vertical fibres are filled using the biaffinity of the concordance function. We further show that $Ω_{τ,ϕ,β}$ is convex with rectangular fixed-footrule sections, identify an affine symmetry of its fibres about $τ=ϕ$, and compute its volume, which equals $\frac{31}{40}$.

math.ST↗