A Note on the Maximum Difference Between Schweizer and Wolff's $\sigma$ and the Absolute Value of Spearman's $\rho$
Subject Areas : Transactions on Fuzzy Sets and Systems
Manuel Ubeda-Flores
1
(Department of Mathematics, University of Almer´ıa, Almer´ıa, Spain.)
Keywords: Copula, Schweizer and Wolff's $sigma$, Spearman's $rho$,
Abstract :
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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